+7,573.8%
DRI vs DGX
+8,796.3%
-1,222.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -0.4% | -1.2% | +0.8% | -0.1% |
| 3M | +9.5% | +19.9% | -10.4% | +4.2% |
| 6M | +6.5% | +19.2% | -12.8% | +1.3% |
| YTD | +18.4% | +37.5% | -19.1% | +8.2% |
| 1Y | +4.2% | +31.3% | -27.1% | -3.8% |
| 3Y | +57.1% | +96.6% | -39.5% | +29.0% |
| 5Y | +70.4% | +64.3% | +6.2% | +45.4% |
| 10Y | +354.0% | +241.1% | +112.9% | +220.3% |
| All | +7,573.8% | +8,796.3% | -1,222.5% | +3,322.6% |
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