-55.8%
FIG vs DGX
+33.7%
-89.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.4% | -4.4% |
| 7D | -16.3% | -2.3% | -14.0% | -16.3% |
| 30D | -14.3% | +0.6% | -14.9% | -14.3% |
| 3M | +7.2% | +21.4% | -14.3% | +7.6% |
| 6M | -18.6% | +14.7% | -33.3% | -17.9% |
| YTD | -35.5% | +38.4% | -73.9% | -35.2% |
| 1Y | -55.8% | +34.0% | -89.8% | -56.1% |
| All | -55.8% | +33.7% | -89.4% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling