+97.1%
DGX vs ALM
+2,150.5%
-2,053.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | 0.0% |
| 7D | -2.2% | +3.6% | -5.8% | -2.3% |
| 30D | -0.9% | +33.8% | -34.7% | -1.4% |
| 3M | +15.6% | +14.8% | +0.8% | +15.2% |
| 6M | +17.8% | -7.0% | +24.7% | +17.5% |
| YTD | +37.5% | +108.1% | -70.6% | +34.6% |
| 1Y | +31.2% | +313.8% | -282.6% | +26.0% |
| All | +97.1% | +2,150.5% | -2,053.4% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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