+248.1%
DGX vs M
-3.0%
+251.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +1.1% |
| 7D | -0.9% | -4.2% | +3.3% | -0.6% |
| 30D | -1.2% | -7.2% | +6.0% | -0.7% |
| 3M | +15.8% | -11.1% | +26.9% | +16.6% |
| 6M | +18.2% | +28.8% | -10.6% | +15.6% |
| YTD | +37.2% | +2.0% | +35.2% | +36.3% |
| 1Y | +30.4% | +31.3% | -0.9% | +26.8% |
| 3Y | +96.7% | +119.1% | -22.4% | +79.9% |
| 5Y | +67.2% | +29.7% | +37.5% | +55.0% |
| All | +248.1% | -3.0% | +251.1% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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