+31.2%
DGX vs FIVE
+64.7%
-33.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | 0.0% |
| 7D | -2.2% | +1.7% | -3.9% | -2.2% |
| 30D | -0.9% | +5.0% | -5.9% | -0.9% |
| 3M | +15.6% | +29.5% | -13.9% | +15.7% |
| 6M | +17.8% | +12.4% | +5.4% | +17.7% |
| YTD | +37.5% | +31.2% | +6.3% | +37.2% |
| 1Y | +31.2% | +72.9% | -41.7% | +32.0% |
| All | +31.2% | +64.7% | -33.6% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling