+75.0%
D vs DGX
+106.7%
-31.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.4% | +1.6% | -2.9% | -1.9% |
| 30D | +7.7% | +11.2% | -3.5% | +3.8% |
| 3M | -0.3% | +10.4% | -10.7% | -3.9% |
| 6M | +10.1% | +37.1% | -27.0% | -2.8% |
| YTD | +19.1% | +52.1% | -33.0% | -0.3% |
| 1Y | +15.9% | +40.7% | -24.8% | +0.4% |
| 3Y | +75.0% | +107.6% | -32.6% | +25.5% |
| All | +75.0% | +106.7% | -31.7% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling