-33.5%
EL vs DGX
+93.2%
-126.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.8% |
| 7D | -4.4% | -3.5% | -0.9% | -3.4% |
| 30D | +10.3% | -2.7% | +13.0% | +11.2% |
| 3M | +13.4% | +13.9% | -0.5% | +9.8% |
| 6M | +3.1% | +16.0% | -12.9% | -0.8% |
| YTD | -6.9% | +34.9% | -41.9% | -14.5% |
| 1Y | +11.9% | +30.6% | -18.7% | +3.6% |
| All | -33.5% | +93.2% | -126.7% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling