+127.2%
B vs DGX
+8,796.3%
-8,669.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | +1.4% | -1.2% | +2.5% | +1.5% |
| 3M | +12.2% | +19.9% | -7.7% | +10.4% |
| 6M | -2.1% | +19.2% | -21.3% | -3.7% |
| YTD | +2.9% | +37.5% | -34.5% | -0.1% |
| 1Y | +55.3% | +31.3% | +24.0% | +51.3% |
| 3Y | +198.7% | +96.6% | +102.1% | +180.8% |
| 5Y | +153.8% | +64.3% | +89.5% | +141.2% |
| 10Y | +193.4% | +241.1% | -47.7% | +162.2% |
| All | +127.2% | +8,796.3% | -8,669.1% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling