+552.0%
DGX vs BR
+1,282.8%
-730.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -3.5% | -6.0% | +2.5% | -1.6% |
| 30D | -2.7% | -0.9% | -1.8% | -2.5% |
| 3M | +13.9% | +16.4% | -2.5% | +8.1% |
| 6M | +16.0% | -8.2% | +24.2% | +18.3% |
| YTD | +34.9% | -23.2% | +58.2% | +44.9% |
| 1Y | +30.6% | -30.9% | +61.5% | +45.1% |
| 3Y | +93.0% | -5.0% | +98.0% | +91.8% |
| 5Y | +64.4% | +8.8% | +55.6% | +53.7% |
| 10Y | +248.1% | +190.1% | +58.0% | +130.9% |
| All | +552.0% | +1,282.8% | -730.8% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling