+432.5%
EWZ vs DGX
+1,255.6%
-823.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +6.5% | -2.3% | +8.8% | +7.3% |
| 30D | +4.8% | +0.6% | +4.3% | +4.6% |
| 3M | +9.9% | +21.4% | -11.5% | +2.5% |
| 6M | +1.9% | +14.7% | -12.8% | -3.3% |
| YTD | +20.3% | +38.4% | -18.1% | +6.6% |
| 1Y | +35.6% | +34.0% | +1.6% | +21.3% |
| 3Y | +43.4% | +92.7% | -49.3% | +11.6% |
| 5Y | +55.9% | +67.7% | -11.8% | +25.1% |
| 10Y | +84.2% | +248.0% | -163.9% | +11.2% |
| All | +432.5% | +1,255.6% | -823.1% | +126.4% |
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