+99.6%
DE vs DGX
+66.8%
+32.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | -2.6% | -0.9% | -1.7% | -2.3% |
| 30D | +9.0% | -1.2% | +10.2% | +9.3% |
| 3M | +19.1% | +15.8% | +3.4% | +13.7% |
| 6M | +14.4% | +18.2% | -3.8% | +8.4% |
| YTD | +45.9% | +37.2% | +8.7% | +31.9% |
| 1Y | +43.6% | +30.4% | +13.2% | +31.7% |
| 3Y | +75.9% | +96.7% | -20.8% | +41.1% |
| All | +99.6% | +66.8% | +32.8% | +57.1% |
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