+628.4%
DGX vs MKTX
+1,442.6%
-814.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.2% | +0.7% | -1.9% | -1.3% |
| 3M | +15.8% | +40.8% | -25.0% | +9.9% |
| 6M | +18.2% | -8.0% | +26.2% | +18.6% |
| YTD | +37.2% | -8.7% | +45.9% | +37.8% |
| 1Y | +30.4% | -11.8% | +42.2% | +31.5% |
| 3Y | +96.7% | -24.0% | +120.7% | +99.6% |
| 5Y | +67.2% | -60.3% | +127.5% | +82.2% |
| 10Y | +253.9% | +5.0% | +249.0% | +235.3% |
| All | +628.4% | +1,442.6% | -814.3% | +362.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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