+24.0%
NET vs DGX
+97.4%
-73.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -7.9% | -8.1% |
| 7D | -21.2% | +0.7% | -21.9% | -21.4% |
| 30D | -31.1% | +11.5% | -42.7% | -34.0% |
| 3M | -16.5% | +8.4% | -25.0% | -19.3% |
| 6M | 0.0% | +34.5% | -34.5% | -11.7% |
| YTD | +24.0% | +49.3% | -25.2% | +3.8% |
| 1Y | +7.0% | +45.3% | -38.3% | -9.6% |
| 3Y | +279.6% | +101.3% | +178.2% | +149.6% |
| 5Y | +24.0% | +99.6% | -75.7% | -13.2% |
| All | +24.0% | +97.4% | -73.4% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling