+4.9%
DG vs DGX
+96.4%
-91.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.8% |
| 7D | -6.5% | -0.9% | -5.6% | -6.2% |
| 30D | +4.2% | -1.2% | +5.3% | +4.4% |
| 3M | +9.5% | +15.8% | -6.3% | +4.8% |
| 6M | -13.1% | +18.2% | -31.3% | -17.4% |
| YTD | -4.8% | +37.2% | -42.0% | -13.6% |
| 1Y | +20.6% | +30.4% | -9.7% | +11.1% |
| 3Y | +4.9% | +96.7% | -91.8% | -17.8% |
| All | +4.9% | +96.4% | -91.5% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling