+33.5%
EXC vs DGX
+106.7%
-73.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.4% | +1.6% | -0.2% | +0.9% |
| 30D | +8.6% | +11.2% | -2.6% | +5.1% |
| 3M | +2.4% | +10.4% | -8.0% | -0.9% |
| 6M | +6.5% | +37.1% | -30.6% | -4.3% |
| YTD | +9.0% | +52.1% | -43.1% | -6.4% |
| 1Y | +4.6% | +40.7% | -36.1% | -7.6% |
| 3Y | +33.5% | +107.6% | -74.1% | -0.1% |
| All | +33.5% | +106.7% | -73.2% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling