+414.1%
DGX vs FIVE
+868.1%
-454.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.5% |
| 7D | -2.3% | +4.3% | -6.6% | -2.8% |
| 30D | +0.6% | +12.5% | -12.0% | -0.9% |
| 3M | +21.4% | +31.2% | -9.8% | +17.5% |
| 6M | +14.7% | +14.4% | +0.4% | +12.3% |
| YTD | +38.4% | +33.9% | +4.5% | +32.9% |
| 1Y | +34.0% | +65.1% | -31.1% | +25.2% |
| 3Y | +92.7% | +49.0% | +43.7% | +77.0% |
| 5Y | +67.7% | +30.3% | +37.4% | +53.1% |
| 10Y | +248.0% | +481.1% | -233.1% | +150.7% |
| All | +414.1% | +868.1% | -454.0% | +260.9% |
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