+247.6%
DIA vs DGX
+255.3%
-7.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | -2.0% | -1.2% | -0.9% | -1.7% |
| 3M | +3.6% | +15.8% | -12.1% | -1.5% |
| 6M | +11.5% | +18.2% | -6.7% | +5.0% |
| YTD | +10.4% | +37.2% | -26.9% | -1.6% |
| 1Y | +15.6% | +30.4% | -14.8% | +4.6% |
| 3Y | +58.9% | +96.7% | -37.8% | +21.9% |
| 5Y | +65.3% | +67.2% | -1.8% | +32.7% |
| All | +247.6% | +255.3% | -7.7% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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