+26.4%
P vs DGX
+33.7%
-7.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.0% |
| 7D | +6.5% | -2.3% | +8.9% | +5.6% |
| 30D | +18.8% | +0.6% | +18.3% | +19.2% |
| 3M | +26.7% | +21.4% | +5.3% | +37.8% |
| 6M | +62.2% | +14.7% | +47.4% | +72.4% |
| YTD | +48.5% | +38.4% | +10.1% | +69.3% |
| 1Y | +26.4% | +34.0% | -7.6% | +44.2% |
| All | +26.4% | +33.7% | -7.3% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling