+3.9%
D vs DGX
+64.0%
-60.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.4% | -2.2% | +1.8% | +0.3% |
| 30D | -2.1% | -0.9% | -1.2% | -1.8% |
| 3M | -0.7% | +15.6% | -16.3% | -5.9% |
| 6M | +5.6% | +17.8% | -12.2% | -0.8% |
| YTD | +14.6% | +37.5% | -22.9% | +1.4% |
| 1Y | +15.3% | +31.2% | -15.8% | +3.7% |
| 3Y | +59.1% | +96.6% | -37.5% | +23.5% |
| 5Y | +3.9% | +64.9% | -61.0% | -15.9% |
| All | +3.9% | +64.0% | -60.1% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling