+1,214.1%
D vs DGX
+9,743.1%
-8,529.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.4% | +1.6% | -2.9% | -1.6% |
| 30D | +7.7% | +11.2% | -3.5% | +5.8% |
| 3M | -0.3% | +10.4% | -10.7% | -2.0% |
| 6M | +10.1% | +37.1% | -27.0% | +4.1% |
| YTD | +19.1% | +52.1% | -33.0% | +10.5% |
| 1Y | +15.9% | +40.7% | -24.8% | +9.0% |
| 3Y | +75.0% | +107.6% | -32.6% | +54.1% |
| 5Y | +13.4% | +90.6% | -77.2% | +0.7% |
| 10Y | +47.5% | +287.9% | -240.5% | +17.0% |
| All | +1,214.1% | +9,743.1% | -8,529.0% | +710.4% |
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