+64.3%
DGX vs FIVE
+38.7%
+25.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -0.3% | +3.7% | -4.0% | -0.5% |
| 30D | -1.2% | +4.0% | -5.2% | -1.5% |
| 3M | +19.9% | +36.2% | -16.3% | +17.5% |
| 6M | +19.2% | +18.0% | +1.2% | +17.6% |
| YTD | +37.5% | +34.9% | +2.6% | +34.3% |
| 1Y | +31.3% | +67.9% | -36.6% | +26.2% |
| 3Y | +96.6% | +57.3% | +39.3% | +88.2% |
| 5Y | +64.3% | +39.5% | +24.7% | +51.8% |
| All | +64.3% | +38.7% | +25.6% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling