+22.3%
EL vs DGX
+45.0%
-22.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +5.8% |
| 7D | +2.5% | +4.1% | -1.6% | +1.9% |
| 30D | +20.1% | +10.5% | +9.6% | +18.6% |
| 3M | +29.3% | +9.8% | +19.5% | +27.7% |
| 6M | +38.8% | +34.6% | +4.2% | +36.3% |
| YTD | +8.1% | +49.8% | -41.7% | +8.6% |
| 1Y | +22.3% | +46.0% | -23.7% | +21.4% |
| All | +22.3% | +45.0% | -22.6% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling