+216.0%
C vs DGX
+106.7%
+109.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.2% | +1.6% | +2.6% | +3.9% |
| 30D | +2.0% | +11.2% | -9.2% | +0.3% |
| 3M | -10.1% | +10.4% | -20.5% | -11.5% |
| 6M | +1.0% | +37.1% | -36.1% | -4.3% |
| YTD | +8.5% | +52.1% | -43.6% | -0.1% |
| 1Y | +25.7% | +40.7% | -15.0% | +18.2% |
| 3Y | +216.0% | +107.6% | +108.4% | +167.6% |
| All | +216.0% | +106.7% | +109.3% | +167.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling