-49.3%
COMP vs DGX
+123.0%
-172.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | 0.0% | +1.6% | -1.6% | -0.6% |
| 30D | +16.6% | +11.2% | +5.3% | +11.7% |
| 3M | -23.5% | +10.4% | -33.9% | -26.5% |
| 6M | +25.7% | +37.1% | -11.3% | +10.3% |
| YTD | -3.4% | +52.1% | -55.5% | -20.1% |
| 1Y | +7.6% | +40.7% | -33.1% | -7.7% |
| 3Y | +423.6% | +107.6% | +316.0% | +256.8% |
| 5Y | -10.6% | +90.6% | -101.2% | -40.8% |
| All | -49.3% | +123.0% | -172.3% | -64.3% |
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