-6.9%
DD vs DGX
+14.7%
-21.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.5% |
| 7D | -2.9% | -3.5% | +0.5% | -2.9% |
| 30D | -11.5% | -2.7% | -8.8% | -11.4% |
| 3M | -5.4% | +13.9% | -19.3% | -4.4% |
| 6M | -6.9% | +16.0% | -22.9% | -4.7% |
| All | -6.9% | +14.7% | -21.6% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling