+86.4%
F vs DGX
+255.3%
-168.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | 0.0% |
| 7D | -4.4% | -0.9% | -3.6% | -4.2% |
| 30D | +1.0% | -1.2% | +2.2% | +1.4% |
| 3M | -4.0% | +15.8% | -19.8% | -9.3% |
| 6M | +18.1% | +18.2% | -0.1% | +10.5% |
| YTD | +10.2% | +37.2% | -27.0% | -2.8% |
| 1Y | +24.3% | +30.4% | -6.0% | +11.4% |
| 3Y | +38.1% | +96.7% | -58.6% | +3.4% |
| 5Y | +50.2% | +67.2% | -16.9% | +17.9% |
| All | +86.4% | +255.3% | -168.9% | +7.1% |
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 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