+1,106.1%
DIA vs DGX
+8,110.6%
-7,004.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | -2.2% | +1.0% | -0.7% |
| 30D | -2.7% | -0.9% | -1.8% | -2.5% |
| 3M | +3.3% | +15.6% | -12.3% | -0.6% |
| 6M | +10.4% | +17.8% | -7.4% | +5.7% |
| YTD | +10.0% | +37.5% | -27.5% | +1.0% |
| 1Y | +16.2% | +31.2% | -15.0% | +7.8% |
| 3Y | +58.7% | +96.6% | -37.9% | +31.8% |
| 5Y | +63.6% | +64.9% | -1.3% | +40.7% |
| 10Y | +251.0% | +254.6% | -3.6% | +146.1% |
| All | +1,106.1% | +8,110.6% | -7,004.5% | +396.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling