+24.2%
FIX vs DGX
+42.2%
-18.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +1.6% | +7.9% | +9.8% |
| 30D | -27.8% | +11.2% | -39.0% | -26.1% |
| 3M | -35.6% | +10.4% | -45.9% | -34.1% |
| 6M | -45.2% | +37.1% | -82.3% | -43.0% |
| YTD | +19.5% | +52.1% | -32.6% | +27.3% |
| 1Y | +24.2% | +40.7% | -16.5% | +33.7% |
| All | +24.2% | +42.2% | -18.0% | +33.7% |
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 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