+2,261.2%
NDAQ vs DGX
+682.1%
+1,579.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -1.6% | -2.2% | +0.7% | -0.7% |
| 30D | -1.5% | -0.9% | -0.6% | -1.2% |
| 3M | +8.0% | +15.6% | -7.5% | +1.5% |
| 6M | +7.7% | +17.8% | -10.1% | +0.1% |
| YTD | -2.3% | +37.5% | -39.8% | -15.4% |
| 1Y | +0.6% | +31.2% | -30.6% | -11.3% |
| 3Y | +90.9% | +96.6% | -5.7% | +39.6% |
| 5Y | +52.5% | +64.9% | -12.5% | +18.3% |
| 10Y | +380.3% | +254.6% | +125.7% | +156.1% |
| All | +2,261.2% | +682.1% | +1,579.2% | +760.2% |
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