+1,381.0%
NET vs DGX
+179.8%
+1,201.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.5% |
| 7D | -16.4% | +4.1% | -20.5% | -17.4% |
| 30D | -25.8% | +10.5% | -36.4% | -28.0% |
| 3M | -11.5% | +9.8% | -21.3% | -14.1% |
| 6M | +18.9% | +34.6% | -15.6% | +8.3% |
| YTD | +35.2% | +49.8% | -14.6% | +18.6% |
| 1Y | +14.5% | +46.0% | -31.6% | +1.1% |
| 3Y | +313.8% | +102.1% | +211.7% | +217.3% |
| 5Y | +32.6% | +95.8% | -63.2% | +3.0% |
| All | +1,381.0% | +179.8% | +1,201.2% | +1,085.4% |
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 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