+271.4%
DGX vs FIVE
+505.3%
-233.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +1.9% | +2.4% | -0.5% | +1.6% |
| 30D | +12.7% | +15.8% | -3.2% | +10.7% |
| 3M | +9.6% | +3.8% | +5.8% | +8.9% |
| 6M | +37.6% | +18.5% | +19.1% | +34.2% |
| YTD | +52.1% | +31.2% | +20.9% | +46.0% |
| 1Y | +41.3% | +61.8% | -20.5% | +32.1% |
| 3Y | +106.9% | +39.9% | +67.0% | +91.6% |
| 5Y | +90.7% | +18.3% | +72.3% | +76.7% |
| All | +271.4% | +505.3% | -233.9% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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