+230.0%
COMP vs DGX
+97.1%
+132.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.8% |
| 7D | +1.4% | -2.3% | +3.7% | +2.0% |
| 30D | -13.3% | +0.6% | -13.9% | -13.4% |
| 3M | +41.1% | +21.4% | +19.7% | +34.3% |
| 6M | +17.2% | +14.7% | +2.5% | +13.1% |
| YTD | +5.2% | +38.4% | -33.2% | -4.2% |
| 1Y | +18.9% | +34.0% | -15.0% | +9.3% |
| All | +230.0% | +97.1% | +132.8% | +153.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling