-20.1%
AS vs DGX
+14.9%
-35.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.6% |
| 7D | -4.9% | -2.3% | -2.6% | -4.8% |
| 30D | -19.6% | +0.6% | -20.2% | -19.6% |
| 3M | -14.4% | +21.4% | -35.8% | -15.1% |
| 6M | -20.1% | +14.7% | -34.8% | -18.0% |
| All | -20.1% | +14.9% | -35.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling