+273.7%
IR vs DGX
+163.5%
+110.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -4.5% | -0.9% | -3.6% | -4.2% |
| 30D | -13.9% | -1.2% | -12.8% | -13.6% |
| 3M | -0.3% | +15.8% | -16.1% | -5.6% |
| 6M | -14.3% | +18.2% | -32.5% | -19.5% |
| YTD | -7.9% | +37.2% | -45.1% | -18.3% |
| 1Y | -9.9% | +30.4% | -40.2% | -18.7% |
| 3Y | +6.5% | +96.7% | -90.2% | -19.8% |
| 5Y | +34.0% | +67.2% | -33.1% | +6.4% |
| All | +273.7% | +163.5% | +110.2% | +119.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling