+64.9%
DGX vs M
+22.2%
+42.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.2% |
| 7D | -2.2% | -4.1% | +1.8% | -2.0% |
| 30D | -0.9% | -13.6% | +12.7% | -0.1% |
| 3M | +15.6% | -2.3% | +17.9% | +15.6% |
| 6M | +17.8% | +21.9% | -4.1% | +16.2% |
| YTD | +37.5% | -0.6% | +38.1% | +37.0% |
| 1Y | +31.2% | +29.7% | +1.4% | +28.5% |
| 3Y | +96.6% | +107.3% | -10.7% | +83.1% |
| 5Y | +64.9% | +20.5% | +44.4% | +55.4% |
| All | +64.9% | +22.2% | +42.7% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling