-12.1%
DOW vs DGX
+206.0%
-218.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.6% |
| 7D | -1.4% | -0.9% | -0.5% | -1.1% |
| 30D | -3.9% | -1.2% | -2.8% | -3.6% |
| 3M | -12.7% | +15.8% | -28.4% | -17.3% |
| 6M | -13.7% | +18.2% | -31.9% | -19.2% |
| YTD | +28.4% | +37.2% | -8.8% | +13.5% |
| 1Y | +21.8% | +30.4% | -8.6% | +9.4% |
| 3Y | -35.7% | +96.7% | -132.4% | -51.5% |
| 5Y | -36.8% | +67.2% | -104.0% | -50.1% |
| All | -12.1% | +206.0% | -218.0% | -44.7% |
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