+35.4%
DD vs DGX
+45.0%
-9.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.2% |
| 7D | +8.7% | +4.1% | +4.6% | +8.0% |
| 30D | +15.3% | +10.5% | +4.8% | +13.5% |
| 3M | +5.9% | +9.8% | -3.9% | +4.3% |
| 6M | +11.6% | +34.6% | -23.0% | +5.5% |
| YTD | +26.5% | +49.8% | -23.3% | +17.4% |
| 1Y | +35.4% | +46.0% | -10.6% | +26.0% |
| All | +35.4% | +45.0% | -9.6% | +26.0% |
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