+15.1%
COMP vs DGX
+31.5%
-16.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | +0.8% | -2.2% | +3.1% | +1.0% |
| 30D | -13.9% | -0.9% | -13.0% | -13.8% |
| 3M | +30.7% | +15.6% | +15.1% | +30.2% |
| 6M | +18.7% | +17.8% | +0.9% | +17.7% |
| YTD | +1.0% | +37.5% | -36.4% | +0.3% |
| 1Y | +15.1% | +31.2% | -16.1% | +14.2% |
| All | +15.1% | +31.5% | -16.4% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling