+46.0%
DGX vs BR
-14.2%
+60.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +3.2% |
| 7D | +4.1% | +7.0% | -2.9% | +3.5% |
| 30D | +10.5% | +19.0% | -8.5% | +9.0% |
| 3M | +9.8% | +13.1% | -3.3% | +8.6% |
| 6M | +34.6% | +24.6% | +9.9% | +31.4% |
| YTD | +49.8% | -13.6% | +63.4% | +52.0% |
| 1Y | +46.0% | -13.1% | +59.2% | +47.3% |
| All | +46.0% | -14.2% | +60.3% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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