+5,138.6%
FFIV vs DGX
+4,808.3%
+330.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | -2.7% | -1.2% | -1.5% | -2.3% |
| 3M | -1.7% | +19.9% | -21.6% | -8.5% |
| 6M | +36.1% | +19.2% | +16.9% | +26.5% |
| YTD | +52.6% | +37.5% | +15.2% | +33.9% |
| 1Y | +21.5% | +31.3% | -9.8% | +8.2% |
| 3Y | +142.7% | +96.6% | +46.0% | +81.3% |
| 5Y | +92.6% | +64.3% | +28.3% | +52.7% |
| 10Y | +225.5% | +241.1% | -15.6% | +87.2% |
| All | +5,138.6% | +4,808.3% | +330.3% | +515.1% |
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