+1,357.3%
ED vs DGX
+8,796.3%
-7,439.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | +1.1% | -1.2% | +2.3% | +1.2% |
| 3M | +4.6% | +19.9% | -15.3% | +2.0% |
| 6M | -2.0% | +19.2% | -21.2% | -4.5% |
| YTD | +11.7% | +37.5% | -25.8% | +6.7% |
| 1Y | +15.7% | +31.3% | -15.5% | +11.2% |
| 3Y | +34.4% | +96.6% | -62.3% | +22.1% |
| 5Y | +67.3% | +64.3% | +3.0% | +54.9% |
| 10Y | +104.0% | +241.1% | -137.1% | +71.9% |
| All | +1,357.3% | +8,796.3% | -7,439.0% | +936.6% |
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