-44.8%
COMP vs DGX
+103.0%
-147.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.9% |
| 7D | +1.4% | -2.3% | +3.7% | +2.3% |
| 30D | -13.3% | +0.6% | -13.9% | -13.5% |
| 3M | +41.1% | +21.4% | +19.7% | +30.0% |
| 6M | +17.2% | +14.7% | +2.5% | +10.4% |
| YTD | +5.2% | +38.4% | -33.2% | -9.6% |
| 1Y | +18.9% | +34.0% | -15.0% | +3.5% |
| 3Y | +215.9% | +92.7% | +123.2% | +120.8% |
| 5Y | -31.2% | +67.7% | -98.9% | -53.1% |
| All | -44.8% | +103.0% | -147.8% | -59.6% |
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