+43.7%
F vs DGX
+64.0%
-20.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -4.9% | -2.2% | -2.7% | -4.2% |
| 30D | -2.9% | -0.9% | -2.0% | -2.6% |
| 3M | -9.1% | +15.6% | -24.6% | -13.4% |
| 6M | +12.9% | +17.8% | -4.9% | +6.6% |
| YTD | +6.1% | +37.5% | -31.4% | -5.5% |
| 1Y | +22.5% | +31.2% | -8.6% | +10.5% |
| 3Y | +32.1% | +96.6% | -64.5% | -1.7% |
| 5Y | +43.7% | +64.9% | -21.2% | +3.5% |
| All | +43.7% | +64.0% | -20.2% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling