+9.1%
IR vs DGX
+45.0%
-35.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.3% |
| 7D | +11.6% | +4.1% | +7.5% | +10.5% |
| 30D | +7.2% | +10.5% | -3.3% | +4.5% |
| 3M | -5.9% | +9.8% | -15.7% | -8.3% |
| 6M | +11.5% | +34.6% | -23.1% | +2.0% |
| YTD | +6.3% | +49.8% | -43.5% | -5.3% |
| 1Y | +9.1% | +46.0% | -36.9% | -1.4% |
| All | +9.1% | +45.0% | -35.9% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling