+519.9%
FIX vs DGX
+106.0%
+413.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | +6.4% | +1.2% | +5.3% | +6.6% |
| 30D | -29.1% | +11.2% | -40.3% | -28.1% |
| 3M | -31.1% | +9.3% | -40.5% | -30.2% |
| 6M | -42.8% | +37.4% | -80.2% | -40.9% |
| YTD | +24.6% | +51.6% | -26.9% | +30.2% |
| 1Y | +21.9% | +39.3% | -17.3% | +26.6% |
| All | +519.9% | +106.0% | +413.9% | +507.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling