+433.8%
MAR vs DGX
+255.3%
+178.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | -0.5% | -0.9% | +0.4% | -0.3% |
| 30D | -5.4% | -1.2% | -4.3% | -5.1% |
| 3M | -15.5% | +15.8% | -31.3% | -19.4% |
| 6M | +3.0% | +18.2% | -15.2% | -2.6% |
| YTD | +8.5% | +37.2% | -28.7% | -2.0% |
| 1Y | +26.0% | +30.4% | -4.4% | +15.3% |
| 3Y | +68.6% | +96.7% | -28.1% | +33.0% |
| 5Y | +157.4% | +67.2% | +90.2% | +110.6% |
| All | +433.8% | +255.3% | +178.5% | +196.7% |
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