+158.0%
INFY vs DG
+560.3%
-402.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.4% |
| 7D | -8.7% | -4.8% | -3.9% | -8.0% |
| 30D | -13.0% | +1.8% | -14.7% | -13.2% |
| 3M | -8.8% | +14.5% | -23.2% | -10.7% |
| 6M | -22.6% | -13.6% | -9.0% | -21.1% |
| YTD | -37.3% | -4.8% | -32.5% | -37.1% |
| 1Y | -33.4% | +21.6% | -54.9% | -35.6% |
| 3Y | -32.3% | +4.5% | -36.8% | -35.0% |
| 5Y | -45.2% | -38.5% | -6.8% | -42.7% |
| 10Y | +80.0% | +102.2% | -22.2% | +46.9% |
| All | +158.0% | +560.3% | -402.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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