+95.0%
DGX vs DAR
-27.0%
+122.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | +1.6% | +11.6% | -10.0% | +0.6% |
| 30D | +11.2% | -10.2% | +21.5% | +12.1% |
| 3M | +10.4% | -14.8% | +25.2% | +11.7% |
| 6M | +37.1% | -10.1% | +47.2% | +37.8% |
| YTD | +52.1% | +55.5% | -3.4% | +44.8% |
| 1Y | +40.7% | +61.7% | -21.0% | +33.3% |
| 3Y | +107.6% | +37.2% | +70.4% | +96.8% |
| All | +95.0% | -27.0% | +122.0% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling