+199.7%
F vs DGX
+9,745.0%
-9,545.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -3.0% |
| 7D | -3.9% | +1.9% | -5.8% | -4.4% |
| 30D | -0.5% | +12.7% | -13.1% | -3.6% |
| 3M | -12.9% | +9.6% | -22.5% | -15.1% |
| 6M | +1.5% | +37.6% | -36.1% | -7.2% |
| YTD | -5.0% | +52.1% | -57.2% | -15.7% |
| 1Y | -7.3% | +41.3% | -48.6% | -16.2% |
| 3Y | +45.3% | +106.9% | -61.6% | +17.4% |
| 5Y | -15.8% | +90.7% | -106.4% | -30.8% |
| 10Y | +64.2% | +288.0% | -223.8% | +10.0% |
| All | +199.7% | +9,745.0% | -9,545.3% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling