-28.2%
EW vs DGX
+59.5%
-87.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | -3.4% | -3.5% | +0.1% | -2.4% |
| 30D | -7.4% | -2.7% | -4.7% | -6.7% |
| 3M | +0.9% | +13.9% | -13.0% | -2.9% |
| 6M | +1.2% | +16.0% | -14.9% | -3.3% |
| YTD | +1.8% | +34.9% | -33.2% | -6.9% |
| 1Y | +10.8% | +30.6% | -19.7% | +2.2% |
| 3Y | +17.1% | +93.0% | -75.8% | -7.0% |
| 5Y | -28.2% | +64.4% | -92.6% | -39.5% |
| All | -28.2% | +59.5% | -87.7% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling