+1,479.4%
NET vs DGX
+156.8%
+1,322.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -5.3% | -1.2% | -4.1% | -5.0% |
| 3M | +14.7% | +19.9% | -5.2% | +8.3% |
| 6M | +45.7% | +19.2% | +26.4% | +37.6% |
| YTD | +44.2% | +37.5% | +6.7% | +29.9% |
| 1Y | +30.5% | +31.3% | -0.8% | +18.8% |
| 3Y | +353.6% | +96.6% | +256.9% | +248.3% |
| 5Y | +121.8% | +64.3% | +57.5% | +79.8% |
| All | +1,479.4% | +156.8% | +1,322.6% | +1,198.5% |
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