+13.5%
EL vs DGX
+32.7%
-19.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -6.5% | -0.9% | -5.6% | -6.4% |
| 30D | +11.1% | -1.2% | +12.3% | +11.4% |
| 3M | +10.7% | +15.8% | -5.1% | +9.8% |
| 6M | +6.9% | +18.2% | -11.3% | +5.7% |
| YTD | -6.3% | +37.2% | -43.5% | -7.9% |
| 1Y | +13.5% | +30.4% | -16.9% | +13.3% |
| All | +13.5% | +32.7% | -19.2% | +13.3% |
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 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