+68.3%
DGX vs TRU
-35.6%
+103.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.6% |
| 7D | -0.9% | -2.7% | +1.8% | -0.6% |
| 30D | -1.2% | -2.0% | +0.9% | -1.0% |
| 3M | +15.8% | +18.4% | -2.7% | +13.4% |
| 6M | +18.2% | +8.9% | +9.3% | +16.6% |
| YTD | +37.2% | -8.9% | +46.1% | +37.6% |
| 1Y | +30.4% | -15.9% | +46.2% | +31.8% |
| 3Y | +96.7% | -1.1% | +97.8% | +93.8% |
| All | +68.3% | -35.6% | +103.9% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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