-80.3%
FIG vs DGX
+43.7%
-124.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -5.0% | -5.7% |
| 7D | -16.4% | -0.3% | -16.1% | -16.4% |
| 30D | -2.3% | -1.2% | -1.1% | -2.4% |
| 3M | +7.8% | +19.9% | -12.1% | +9.2% |
| 6M | -21.8% | +19.2% | -41.1% | -20.6% |
| YTD | -39.1% | +37.5% | -76.6% | -37.4% |
| 1Y | -56.6% | +31.3% | -87.9% | -56.2% |
| All | -80.3% | +43.7% | -124.0% | -77.7% |
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