+16.9%
D vs DGX
+33.7%
-16.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +0.4% | -2.3% | +2.8% | +0.9% |
| 30D | -3.6% | +0.6% | -4.1% | -3.7% |
| 3M | -1.0% | +21.4% | -22.4% | -5.3% |
| 6M | +6.3% | +14.7% | -8.4% | +2.5% |
| YTD | +14.7% | +38.4% | -23.7% | +5.5% |
| 1Y | +16.9% | +34.0% | -17.0% | +8.8% |
| All | +16.9% | +33.7% | -16.7% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling