+462.4%
DGX vs FIVE
+873.2%
-410.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +4.6% | +7.3% | -2.7% | +3.8% |
| 30D | +11.9% | +18.1% | -6.2% | +9.8% |
| 3M | +9.2% | +7.7% | +1.4% | +8.1% |
| 6M | +39.0% | +13.6% | +25.4% | +36.3% |
| YTD | +51.4% | +34.6% | +16.8% | +45.2% |
| 1Y | +42.6% | +66.2% | -23.7% | +33.3% |
| 3Y | +105.9% | +43.5% | +62.5% | +90.1% |
| 5Y | +96.6% | +20.7% | +75.9% | +81.6% |
| 10Y | +286.0% | +541.5% | -255.5% | +175.4% |
| All | +462.4% | +873.2% | -410.8% | +294.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling