+1,242.9%
EFX vs DGX
+8,631.6%
-7,388.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | -11.1% | -3.5% | -7.7% | -10.3% |
| 30D | -7.4% | -2.7% | -4.7% | -6.7% |
| 3M | +1.5% | +13.9% | -12.4% | -2.1% |
| 6M | -13.7% | +16.0% | -29.7% | -17.3% |
| YTD | -21.9% | +34.9% | -56.8% | -28.3% |
| 1Y | -30.8% | +30.6% | -61.3% | -36.0% |
| 3Y | -12.4% | +93.0% | -105.4% | -27.5% |
| 5Y | -35.9% | +64.4% | -100.3% | -44.9% |
| 10Y | +41.0% | +248.1% | -207.1% | -1.2% |
| All | +1,242.9% | +8,631.6% | -7,388.6% | +426.9% |
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