+157.2%
EXC vs DGX
+249.5%
-92.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | -1.6% | -3.5% | +1.8% | -0.3% |
| 30D | -2.4% | -2.7% | +0.3% | -1.4% |
| 3M | -4.0% | +13.9% | -17.8% | -8.9% |
| 6M | -9.8% | +16.0% | -25.8% | -15.2% |
| YTD | +2.3% | +34.9% | -32.6% | -9.7% |
| 1Y | +3.8% | +30.6% | -26.7% | -7.4% |
| 3Y | +19.7% | +93.0% | -73.2% | -9.6% |
| 5Y | +45.6% | +64.4% | -18.8% | +15.2% |
| All | +157.2% | +249.5% | -92.3% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling