+57.7%
DD vs DGX
+66.8%
-9.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.8% |
| 7D | -3.5% | -0.9% | -2.6% | -3.2% |
| 30D | -11.7% | -1.2% | -10.5% | -11.4% |
| 3M | -9.2% | +15.8% | -25.0% | -13.6% |
| 6M | -7.2% | +18.2% | -25.4% | -12.5% |
| YTD | +6.6% | +37.2% | -30.6% | -4.6% |
| 1Y | +32.0% | +30.4% | +1.6% | +19.9% |
| 3Y | +42.1% | +96.7% | -54.6% | +9.0% |
| All | +57.7% | +66.8% | -9.1% | +19.8% |
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