+327.1%
NET vs DGX
+93.3%
+233.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.9% |
| 7D | -7.0% | -2.3% | -4.7% | -6.9% |
| 30D | -4.8% | +0.6% | -5.3% | -4.8% |
| 3M | +3.8% | +21.4% | -17.6% | +3.0% |
| 6M | +50.0% | +14.7% | +35.3% | +49.1% |
| YTD | +41.5% | +38.4% | +3.0% | +39.7% |
| 1Y | +32.8% | +34.0% | -1.1% | +31.1% |
| All | +327.1% | +93.3% | +233.7% | +303.9% |
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