+2,166.5%
FIX vs DGX
+64.0%
+2,102.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +3.5% | -2.2% | +5.7% | +3.7% |
| 30D | -3.5% | -0.9% | -2.6% | -3.5% |
| 3M | -11.8% | +15.6% | -27.4% | -13.0% |
| 6M | +17.8% | +17.8% | 0.0% | +15.8% |
| YTD | +73.3% | +37.5% | +35.8% | +67.3% |
| 1Y | +128.1% | +31.2% | +96.9% | +121.3% |
| 3Y | +772.7% | +96.6% | +676.1% | +657.8% |
| 5Y | +2,166.5% | +64.9% | +2,101.5% | +1,890.0% |
| All | +2,166.5% | +64.0% | +2,102.5% | +1,890.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling