-28.1%
COMP vs DGX
+66.8%
-95.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | -14.5% | -1.2% | -13.4% | -14.1% |
| 3M | +41.8% | +19.9% | +21.9% | +30.4% |
| 6M | +23.6% | +19.2% | +4.3% | +13.7% |
| YTD | +1.7% | +37.5% | -35.8% | -13.6% |
| 1Y | +12.6% | +31.3% | -18.7% | -2.3% |
| 3Y | +221.9% | +96.6% | +125.2% | +112.3% |
| 5Y | -28.1% | +64.3% | -92.4% | -54.3% |
| All | -28.1% | +66.8% | -95.0% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling