+292.4%
C vs DGX
+255.3%
+37.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.5% |
| 7D | +0.8% | -0.9% | +1.7% | +1.2% |
| 30D | +0.9% | -1.2% | +2.1% | +1.3% |
| 3M | +1.1% | +15.8% | -14.7% | -5.7% |
| 6M | +28.4% | +18.2% | +10.2% | +18.4% |
| YTD | +20.8% | +37.2% | -16.4% | +3.2% |
| 1Y | +43.4% | +30.4% | +13.1% | +25.3% |
| 3Y | +274.9% | +96.7% | +178.2% | +161.5% |
| 5Y | +136.7% | +67.2% | +69.5% | +75.3% |
| All | +292.4% | +255.3% | +37.1% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling