+42.1%
DD vs DGX
+96.4%
-54.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.7% |
| 7D | -3.5% | -0.9% | -2.6% | -3.3% |
| 30D | -11.7% | -1.2% | -10.5% | -11.4% |
| 3M | -9.2% | +15.8% | -25.0% | -12.6% |
| 6M | -7.2% | +18.2% | -25.4% | -11.3% |
| YTD | +6.6% | +37.2% | -30.6% | -2.2% |
| 1Y | +32.0% | +30.4% | +1.6% | +22.5% |
| 3Y | +42.1% | +96.7% | -54.6% | +17.4% |
| All | +42.1% | +96.4% | -54.3% | +17.4% |
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 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