+9,412.3%
DGX vs DTE
+1,726.6%
+7,685.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | -0.9% | -2.6% | +1.7% | 0.0% |
| 30D | -1.2% | -4.4% | +3.2% | +0.3% |
| 3M | +15.8% | -8.3% | +24.1% | +19.2% |
| 6M | +18.2% | -8.1% | +26.2% | +21.3% |
| YTD | +37.2% | +4.4% | +32.8% | +34.8% |
| 1Y | +30.4% | +0.2% | +30.2% | +29.9% |
| 3Y | +96.7% | +42.6% | +54.1% | +73.3% |
| 5Y | +67.2% | +31.5% | +35.7% | +50.3% |
| 10Y | +253.9% | +138.2% | +115.7% | +154.8% |
| All | +9,412.3% | +1,726.6% | +7,685.7% | +3,625.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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