-46.5%
COMP vs DGX
+123.1%
-169.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.0% |
| 7D | +14.5% | +3.5% | +11.0% | +13.0% |
| 30D | +14.9% | +12.4% | +2.5% | +9.6% |
| 3M | -14.2% | +9.3% | -23.6% | -17.3% |
| 6M | +23.7% | +39.7% | -15.9% | +7.7% |
| YTD | +2.1% | +52.2% | -50.1% | -15.5% |
| 1Y | +26.2% | +47.1% | -20.9% | +5.9% |
| 3Y | +470.9% | +108.8% | +362.1% | +287.8% |
| 5Y | -14.0% | +101.4% | -115.4% | -42.7% |
| All | -46.5% | +123.1% | -169.5% | -62.3% |
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 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