+147.1%
KEY vs DGX
+8,858.2%
-8,711.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +2.2% | -2.3% | +4.5% | +3.1% |
| 30D | -3.0% | +0.6% | -3.6% | -3.3% |
| 3M | +3.3% | +21.4% | -18.1% | -4.4% |
| 6M | +9.2% | +14.7% | -5.5% | +3.0% |
| YTD | +10.6% | +38.4% | -27.8% | -3.2% |
| 1Y | +20.4% | +34.0% | -13.6% | +6.3% |
| 3Y | +121.8% | +92.7% | +29.2% | +67.8% |
| 5Y | +41.1% | +67.7% | -26.6% | +11.5% |
| 10Y | +168.5% | +248.0% | -79.5% | +59.9% |
| All | +147.1% | +8,858.2% | -8,711.1% | -37.4% |
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 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