+1,051.6%
DUK vs DGX
+8,778.1%
-7,726.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.2% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | -2.4% | -1.2% | -1.3% | -2.3% |
| 3M | -3.0% | +15.8% | -18.8% | -5.5% |
| 6M | -6.6% | +18.2% | -24.7% | -9.3% |
| YTD | +4.6% | +37.2% | -32.7% | -1.2% |
| 1Y | +1.2% | +30.4% | -29.1% | -3.5% |
| 3Y | +45.7% | +96.7% | -51.0% | +29.3% |
| 5Y | +40.3% | +67.2% | -26.9% | +27.2% |
| 10Y | +129.9% | +253.9% | -124.0% | +85.0% |
| All | +1,051.6% | +8,778.1% | -7,726.5% | +676.0% |
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