+388.3%
IT vs DGX
+8,794.8%
-8,406.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.1% | -2.2% | -6.9% | -8.5% |
| 30D | -12.2% | -0.9% | -11.2% | -11.9% |
| 3M | +7.8% | +15.6% | -7.8% | +3.6% |
| 6M | +2.0% | +17.8% | -15.8% | -2.6% |
| YTD | -32.7% | +37.5% | -70.2% | -38.7% |
| 1Y | -31.1% | +31.2% | -62.3% | -36.4% |
| 3Y | -52.1% | +96.6% | -148.7% | -60.9% |
| 5Y | -46.3% | +64.9% | -111.2% | -54.2% |
| 10Y | +91.4% | +254.6% | -163.2% | +31.6% |
| All | +388.3% | +8,794.8% | -8,406.5% | +84.3% |
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