+68.3%
DGX vs USFR
+20.6%
+47.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | +15.8% | +1.0% | +14.7% | +15.9% |
| 6M | +18.2% | +2.0% | +16.2% | +18.3% |
| YTD | +37.2% | +2.8% | +34.4% | +37.0% |
| 1Y | +30.4% | +4.1% | +26.3% | +29.5% |
| 3Y | +96.7% | +14.1% | +82.6% | +103.5% |
| All | +68.3% | +20.6% | +47.7% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling