-50.4%
COMP vs DGX
+122.0%
-172.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -7.2% |
| 7D | +7.2% | +4.6% | +2.6% | +5.3% |
| 30D | +6.4% | +11.9% | -5.5% | +1.7% |
| 3M | -19.4% | +9.2% | -28.6% | -22.2% |
| 6M | +14.6% | +39.0% | -24.4% | -0.1% |
| YTD | -5.5% | +51.4% | -56.9% | -21.6% |
| 1Y | +13.7% | +42.6% | -28.9% | -3.1% |
| 3Y | +409.7% | +105.9% | +303.8% | +248.7% |
| 5Y | -17.0% | +96.6% | -113.6% | -44.7% |
| All | -50.4% | +122.0% | -172.4% | -65.0% |
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