+1,105.6%
EL vs DGX
+8,796.3%
-7,690.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +15.5% | -1.2% | +16.7% | +15.9% |
| 3M | +20.6% | +19.9% | +0.7% | +15.6% |
| 6M | +10.5% | +19.2% | -8.7% | +5.9% |
| YTD | -1.9% | +37.5% | -39.4% | -9.1% |
| 1Y | +16.1% | +31.3% | -15.2% | +8.5% |
| 3Y | -30.2% | +96.6% | -126.9% | -40.8% |
| 5Y | -67.4% | +64.3% | -131.6% | -71.3% |
| 10Y | +31.2% | +241.1% | -209.9% | -3.0% |
| All | +1,105.6% | +8,796.3% | -7,690.7% | +480.1% |
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 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