+6,206.9%
EW vs DGX
+3,606.8%
+2,600.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | -4.4% | -0.3% | -4.1% | -4.4% |
| 30D | -3.3% | -1.2% | -2.1% | -3.1% |
| 3M | +1.0% | +19.9% | -18.9% | -3.6% |
| 6M | +6.2% | +19.2% | -13.0% | +1.4% |
| YTD | +1.7% | +37.5% | -35.8% | -6.4% |
| 1Y | +8.1% | +31.3% | -23.2% | +0.5% |
| 3Y | +17.1% | +96.6% | -79.6% | -2.7% |
| 5Y | -29.4% | +64.3% | -93.6% | -39.0% |
| 10Y | +121.7% | +241.1% | -119.4% | +58.4% |
| All | +6,206.9% | +3,606.8% | +2,600.1% | +4,151.7% |
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