-10.9%
DOW vs DGX
+206.6%
-217.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -6.0% | -2.2% | -3.8% | -5.3% |
| 30D | -2.7% | -0.9% | -1.8% | -2.5% |
| 3M | -10.5% | +15.6% | -26.1% | -15.2% |
| 6M | -12.4% | +17.8% | -30.2% | -17.9% |
| YTD | +30.0% | +37.5% | -7.4% | +14.9% |
| 1Y | +27.8% | +31.2% | -3.4% | +14.7% |
| 3Y | -34.9% | +96.6% | -131.5% | -50.9% |
| 5Y | -35.9% | +64.9% | -100.8% | -49.0% |
| All | -10.9% | +206.6% | -217.5% | -44.1% |
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