-44.0%
FIX vs DGX
+36.9%
-80.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.7% |
| 7D | +17.0% | +1.9% | +15.1% | +17.9% |
| 30D | -30.6% | +12.7% | -43.3% | -27.1% |
| 3M | -35.0% | +9.6% | -44.6% | -32.2% |
| 6M | -44.0% | +37.6% | -81.5% | -36.4% |
| All | -44.0% | +36.9% | -80.8% | -36.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling