+86.7%
NDAQ vs DGX
+93.2%
-6.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | -6.8% | -3.5% | -3.3% | -6.1% |
| 30D | -3.2% | -2.7% | -0.5% | -2.7% |
| 3M | +6.5% | +13.9% | -7.4% | +3.6% |
| 6M | +5.7% | +16.0% | -10.3% | +2.4% |
| YTD | -4.6% | +34.9% | -39.6% | -11.4% |
| 1Y | -1.6% | +30.6% | -32.1% | -7.9% |
| All | +86.7% | +93.2% | -6.5% | +55.4% |
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 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