+46.0%
F vs DGX
+106.7%
-60.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | +1.6% | -4.7% | -3.4% |
| 30D | 0.0% | +11.2% | -11.2% | -1.9% |
| 3M | -13.2% | +10.4% | -23.6% | -14.9% |
| 6M | -10.2% | +37.1% | -47.3% | -16.0% |
| YTD | -4.9% | +52.1% | -57.1% | -13.4% |
| 1Y | -6.1% | +40.7% | -46.8% | -12.7% |
| 3Y | +46.0% | +107.6% | -61.6% | +12.5% |
| All | +46.0% | +106.7% | -60.8% | +12.5% |
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