+491.2%
DGX vs USFR
+27.6%
+463.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -0.9% | +0.3% | -1.2% | -1.0% |
| 3M | +15.6% | +1.0% | +14.6% | +15.4% |
| 6M | +17.8% | +1.9% | +15.9% | +17.5% |
| YTD | +37.5% | +2.7% | +34.8% | +36.9% |
| 1Y | +31.2% | +4.0% | +27.2% | +30.4% |
| 3Y | +96.6% | +14.0% | +82.6% | +93.2% |
| 5Y | +64.9% | +20.4% | +44.5% | +60.7% |
| 10Y | +254.6% | +28.0% | +226.6% | +241.2% |
| All | +491.2% | +27.6% | +463.6% | +460.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling