-79.9%
FIG vs DGX
+43.4%
-123.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.8% |
| 7D | -3.8% | -0.9% | -2.9% | -3.9% |
| 30D | -2.3% | -1.2% | -1.2% | -2.4% |
| 3M | +20.0% | +15.8% | +4.2% | +21.3% |
| 6M | -16.7% | +18.2% | -34.8% | -15.3% |
| YTD | -37.9% | +37.2% | -75.1% | -36.2% |
| 1Y | -58.5% | +30.4% | -88.9% | -57.7% |
| All | -79.9% | +43.4% | -123.3% | -77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling