+112.2%
DT vs DGX
+165.3%
-53.1%
-61.8%
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 | -0.5% | -2.2% | +1.7% | +0.2% |
| 30D | +0.1% | -0.9% | +1.0% | +0.3% |
| 3M | +24.1% | +15.6% | +8.5% | +18.2% |
| 6M | +30.1% | +17.8% | +12.3% | +22.9% |
| YTD | +16.8% | +37.5% | -20.7% | +4.0% |
| 1Y | -0.1% | +31.2% | -31.3% | -9.7% |
| 3Y | +6.8% | +96.6% | -89.8% | -19.7% |
| 5Y | -28.4% | +64.9% | -93.3% | -42.7% |
| All | +112.2% | +165.3% | -53.1% | +24.3% |
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