+10,446.2%
DGX vs M
+204.9%
+10,241.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +1.6% | +7.0% | -5.5% | +0.6% |
| 30D | +11.2% | +8.9% | +2.3% | +9.9% |
| 3M | +10.4% | +4.5% | +5.9% | +9.5% |
| 6M | +37.1% | +36.2% | +0.9% | +30.9% |
| YTD | +52.1% | +15.1% | +37.0% | +47.9% |
| 1Y | +40.7% | +27.4% | +13.3% | +34.8% |
| 3Y | +107.6% | +160.1% | -52.6% | +74.1% |
| 5Y | +90.6% | -1.6% | +92.2% | +75.0% |
| 10Y | +287.9% | -7.7% | +295.6% | +218.1% |
| All | +10,446.2% | +204.9% | +10,241.4% | +5,956.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling