+95.5%
C vs DGX
+8,858.2%
-8,762.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +3.6% | -2.3% | +5.9% | +4.6% |
| 30D | +0.1% | +0.6% | -0.5% | -0.3% |
| 3M | +2.4% | +21.4% | -19.0% | -6.0% |
| 6M | +24.9% | +14.7% | +10.2% | +17.1% |
| YTD | +19.8% | +38.4% | -18.6% | +3.2% |
| 1Y | +44.9% | +34.0% | +10.9% | +26.2% |
| 3Y | +263.0% | +92.7% | +170.3% | +166.9% |
| 5Y | +129.5% | +67.7% | +61.8% | +76.4% |
| 10Y | +291.6% | +248.0% | +43.6% | +115.9% |
| All | +95.5% | +8,858.2% | -8,762.7% | -54.1% |
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