+156.3%
FFIV vs DGX
+96.4%
+59.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +3.3% |
| 7D | +5.4% | -0.9% | +6.3% | +5.5% |
| 30D | -2.7% | -1.2% | -1.5% | -2.6% |
| 3M | +4.5% | +15.8% | -11.2% | +4.2% |
| 6M | +42.2% | +18.2% | +24.0% | +41.7% |
| YTD | +61.3% | +37.2% | +24.1% | +58.5% |
| 1Y | +23.0% | +30.4% | -7.3% | +21.5% |
| 3Y | +156.3% | +96.7% | +59.6% | +138.5% |
| All | +156.3% | +96.4% | +59.8% | +138.5% |
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