+77.0%
C vs DGX
+9,743.1%
-9,666.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.2% | +1.6% | +2.6% | +3.5% |
| 30D | +2.0% | +11.2% | -9.2% | -2.4% |
| 3M | -10.1% | +10.4% | -20.5% | -13.9% |
| 6M | +1.0% | +37.1% | -36.1% | -12.0% |
| YTD | +8.5% | +52.1% | -43.6% | -10.2% |
| 1Y | +25.7% | +40.7% | -15.0% | +7.4% |
| 3Y | +216.0% | +107.6% | +108.4% | +125.3% |
| 5Y | +112.3% | +90.6% | +21.7% | +54.7% |
| 10Y | +217.8% | +287.9% | -70.1% | +67.6% |
| All | +77.0% | +9,743.1% | -9,666.1% | -60.1% |
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