+242.4%
DGX vs DAR
+375.1%
-132.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | -3.5% | +0.9% | -4.4% | -3.6% |
| 30D | -2.7% | +6.4% | -9.1% | -3.8% |
| 3M | +13.9% | +13.2% | +0.6% | +11.2% |
| 6M | +16.0% | +26.2% | -10.2% | +11.1% |
| YTD | +34.9% | +84.4% | -49.4% | +21.1% |
| 1Y | +30.6% | +112.0% | -81.5% | +13.9% |
| 3Y | +93.0% | +13.4% | +79.6% | +83.6% |
| 5Y | +64.4% | -6.0% | +70.4% | +56.8% |
| All | +242.4% | +375.1% | -132.7% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling