+305.0%
DGX vs TRU
+226.0%
+79.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -2.2% | -6.5% | +4.3% | -0.8% |
| 30D | -0.9% | -2.5% | +1.6% | -0.5% |
| 3M | +15.6% | +10.4% | +5.2% | +12.6% |
| 6M | +17.8% | +1.6% | +16.1% | +16.4% |
| YTD | +37.5% | -9.7% | +47.2% | +38.5% |
| 1Y | +31.2% | -17.3% | +48.4% | +34.4% |
| 3Y | +96.6% | -1.8% | +98.4% | +84.7% |
| 5Y | +64.9% | -36.2% | +101.1% | +74.6% |
| 10Y | +254.6% | +143.2% | +111.4% | +128.5% |
| All | +305.0% | +226.0% | +79.0% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling