+96.3%
FFIV vs DGX
+59.5%
+36.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.1% |
| 7D | +1.6% | -3.5% | +5.1% | +2.3% |
| 30D | -3.7% | -2.7% | -1.1% | -3.2% |
| 3M | +2.0% | +13.9% | -11.9% | -0.9% |
| 6M | +39.3% | +16.0% | +23.2% | +34.5% |
| YTD | +56.1% | +34.9% | +21.2% | +44.5% |
| 1Y | +22.0% | +30.6% | -8.6% | +13.7% |
| 3Y | +148.2% | +93.0% | +55.2% | +97.7% |
| 5Y | +96.3% | +64.4% | +31.9% | +68.3% |
| All | +96.3% | +59.5% | +36.9% | +68.3% |
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