-49.1%
COMP vs DGX
+122.2%
-171.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +2.2% | +1.2% | +1.0% | +1.7% |
| 30D | +16.3% | +11.2% | +5.1% | +11.5% |
| 3M | -19.1% | +9.3% | -28.5% | -22.0% |
| 6M | +17.1% | +37.4% | -20.2% | +2.6% |
| YTD | -2.9% | +51.6% | -54.5% | -19.6% |
| 1Y | +8.8% | +39.3% | -30.5% | -6.2% |
| 3Y | +423.5% | +106.1% | +317.3% | +258.0% |
| 5Y | -10.5% | +92.2% | -102.7% | -40.5% |
| All | -49.1% | +122.2% | -171.3% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling