-48.8%
IT vs DGX
+96.4%
-145.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.6% | +4.8% |
| 7D | -3.7% | -0.9% | -2.8% | -3.4% |
| 30D | +0.1% | -1.2% | +1.2% | +0.4% |
| 3M | +20.7% | +15.8% | +4.9% | +16.4% |
| 6M | +12.0% | +18.2% | -6.2% | +7.4% |
| YTD | -28.8% | +37.2% | -66.0% | -34.3% |
| 1Y | -25.5% | +30.4% | -55.9% | -30.4% |
| 3Y | -48.8% | +96.7% | -145.5% | -55.5% |
| All | -48.8% | +96.4% | -145.2% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling