+3,609.2%
DLR vs DGX
+665.6%
+2,943.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -2.2% | +5.1% | +3.8% |
| 30D | -1.2% | -0.9% | -0.2% | -0.9% |
| 3M | +2.9% | +15.6% | -12.7% | -3.1% |
| 6M | +6.7% | +17.8% | -11.1% | -0.5% |
| YTD | +23.9% | +37.5% | -13.6% | +8.4% |
| 1Y | +18.6% | +31.2% | -12.5% | +5.4% |
| 3Y | +59.7% | +96.6% | -36.9% | +18.2% |
| 5Y | +42.1% | +64.9% | -22.9% | +11.8% |
| 10Y | +176.7% | +254.6% | -77.9% | +49.0% |
| All | +3,609.2% | +665.6% | +2,943.6% | +1,263.1% |
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