+1,178.8%
D vs DGX
+8,858.2%
-7,679.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +1.5% | -2.3% | +3.8% | +1.8% |
| 30D | -2.6% | +0.6% | -3.1% | -2.7% |
| 3M | 0.0% | +21.4% | -21.4% | -3.4% |
| 6M | +7.4% | +14.7% | -7.4% | +4.7% |
| YTD | +15.9% | +38.4% | -22.6% | +9.3% |
| 1Y | +18.1% | +34.0% | -15.9% | +12.0% |
| 3Y | +58.4% | +92.7% | -34.3% | +41.3% |
| 5Y | +5.2% | +67.7% | -62.5% | -4.6% |
| 10Y | +35.9% | +248.0% | -212.2% | +9.7% |
| All | +1,178.8% | +8,858.2% | -7,679.4% | +701.7% |
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