+9,498.1%
DGX vs M
+182.1%
+9,316.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.3% |
| 7D | -2.3% | +4.7% | -7.0% | -2.9% |
| 30D | +0.6% | -9.6% | +10.2% | +1.8% |
| 3M | +21.4% | +0.9% | +20.6% | +20.9% |
| 6M | +14.7% | +22.3% | -7.5% | +11.2% |
| YTD | +38.4% | +6.5% | +31.9% | +36.2% |
| 1Y | +34.0% | +38.8% | -4.8% | +26.9% |
| 3Y | +92.7% | +115.9% | -23.2% | +65.8% |
| 5Y | +67.7% | +28.6% | +39.1% | +47.2% |
| 10Y | +248.0% | -2.5% | +250.5% | +181.7% |
| All | +9,498.1% | +182.1% | +9,316.0% | +5,478.5% |
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