+44.7%
DG vs IDXX
-2.6%
+47.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.9% | +4.6% | +7.0% |
| 7D | +12.3% | +24.1% | -11.8% | +3.2% |
| 30D | +19.3% | +32.5% | -13.2% | +6.0% |
| 3M | +11.9% | +18.8% | -6.9% | +5.0% |
| 6M | +25.0% | +24.0% | +0.9% | +14.2% |
| YTD | +8.7% | +3.3% | +5.5% | +4.9% |
| 1Y | +44.7% | -3.3% | +48.0% | +39.0% |
| All | +44.7% | -2.6% | +47.3% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling