+8,714.3%
FIX vs DGX
+7,723.9%
+990.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | +17.0% | +1.9% | +15.1% | +16.4% |
| 30D | -30.6% | +12.7% | -43.3% | -33.0% |
| 3M | -35.0% | +9.6% | -44.6% | -36.9% |
| 6M | -44.0% | +37.6% | -81.5% | -49.2% |
| YTD | +21.1% | +52.1% | -31.0% | +6.4% |
| 1Y | +16.3% | +41.3% | -25.0% | +4.2% |
| 3Y | +507.4% | +106.9% | +400.5% | +377.6% |
| 5Y | +1,052.1% | +90.7% | +961.4% | +817.7% |
| 10Y | +3,650.8% | +288.0% | +3,362.8% | +2,307.2% |
| All | +8,714.3% | +7,723.9% | +990.4% | +4,014.5% |
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