+96.7%
DGX vs BR
-5.3%
+102.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -0.9% | -3.0% | +2.1% | -0.3% |
| 30D | -1.2% | -0.3% | -0.9% | -1.1% |
| 3M | +15.8% | +17.3% | -1.5% | +11.4% |
| 6M | +18.2% | -6.7% | +24.9% | +19.6% |
| YTD | +37.2% | -23.4% | +60.6% | +47.5% |
| 1Y | +30.4% | -32.7% | +63.0% | +46.3% |
| 3Y | +96.7% | -5.9% | +102.6% | +107.2% |
| All | +96.7% | -5.3% | +102.0% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling