+5,844.6%
DE vs DGX
+8,631.6%
-2,787.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | -2.4% | -3.5% | +1.1% | -1.5% |
| 30D | +9.7% | -2.7% | +12.4% | +10.4% |
| 3M | +21.4% | +13.9% | +7.5% | +17.2% |
| 6M | +15.0% | +16.0% | -1.0% | +10.4% |
| YTD | +46.4% | +34.9% | +11.5% | +35.1% |
| 1Y | +45.6% | +30.6% | +15.1% | +35.4% |
| 3Y | +76.8% | +93.0% | -16.2% | +47.6% |
| 5Y | +99.4% | +64.4% | +35.0% | +71.8% |
| 10Y | +864.6% | +248.1% | +616.5% | +580.9% |
| All | +5,844.6% | +8,631.6% | -2,787.0% | +2,513.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling