+248.1%
DGX vs USFR
+28.1%
+220.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.2% | +0.4% | -1.5% | -1.2% |
| 3M | +15.8% | +1.0% | +14.7% | +15.7% |
| 6M | +18.2% | +2.0% | +16.2% | +17.9% |
| YTD | +37.2% | +2.8% | +34.4% | +36.8% |
| 1Y | +30.4% | +4.1% | +26.3% | +29.7% |
| 3Y | +96.7% | +14.1% | +82.6% | +94.9% |
| 5Y | +67.2% | +20.6% | +46.6% | +64.6% |
| All | +248.1% | +28.1% | +220.0% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling