+851.5%
DE vs DGX
+255.3%
+596.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.0% |
| 7D | -2.6% | -0.9% | -1.7% | -2.3% |
| 30D | +9.0% | -1.2% | +10.2% | +9.4% |
| 3M | +19.1% | +15.8% | +3.4% | +12.4% |
| 6M | +14.4% | +18.2% | -3.8% | +6.9% |
| YTD | +45.9% | +37.2% | +8.7% | +28.6% |
| 1Y | +43.6% | +30.4% | +13.2% | +28.7% |
| 3Y | +75.9% | +96.7% | -20.8% | +32.2% |
| 5Y | +98.8% | +67.2% | +31.6% | +56.5% |
| All | +851.5% | +255.3% | +596.1% | +421.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling