+20.6%
EXC vs DGX
+96.8%
-76.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.3% | -2.2% | +2.5% | +1.1% |
| 30D | -0.9% | -0.9% | +0.1% | -0.6% |
| 3M | -2.7% | +15.6% | -18.3% | -7.5% |
| 6M | -9.4% | +17.8% | -27.2% | -14.5% |
| YTD | +3.0% | +37.5% | -34.4% | -8.6% |
| 1Y | +5.1% | +31.2% | -26.0% | -5.3% |
| All | +20.6% | +96.8% | -76.2% | -9.1% |
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