+2,899.7%
O vs DGX
+8,794.8%
-5,895.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.3% | -2.2% | 0.0% | -1.7% |
| 30D | -2.4% | -0.9% | -1.5% | -2.3% |
| 3M | -0.6% | +15.6% | -16.2% | -4.1% |
| 6M | -5.0% | +17.8% | -22.8% | -8.8% |
| YTD | +10.4% | +37.5% | -27.1% | +2.0% |
| 1Y | +6.6% | +31.2% | -24.6% | -0.6% |
| 3Y | +28.4% | +96.6% | -68.2% | +8.4% |
| 5Y | +15.3% | +64.9% | -49.6% | +0.6% |
| 10Y | +55.3% | +254.6% | -199.3% | +13.3% |
| All | +2,899.7% | +8,794.8% | -5,895.1% | +1,535.5% |
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 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