+12,471.5%
FIX vs DGX
+7,019.1%
+5,452.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.2% |
| 7D | +6.0% | -2.3% | +8.3% | +6.7% |
| 30D | -7.2% | +0.6% | -7.8% | -7.4% |
| 3M | -15.9% | +21.4% | -37.3% | -20.7% |
| 6M | +12.7% | +14.7% | -2.0% | +7.9% |
| YTD | +72.8% | +38.4% | +34.4% | +56.4% |
| 1Y | +122.9% | +34.0% | +88.9% | +102.9% |
| 3Y | +774.3% | +92.7% | +681.6% | +602.1% |
| 5Y | +2,049.5% | +67.7% | +1,981.8% | +1,680.2% |
| 10Y | +5,821.5% | +248.0% | +5,573.4% | +3,825.1% |
| All | +12,471.5% | +7,019.1% | +5,452.4% | +5,945.4% |
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 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