+648.6%
P vs DGX
+249.5%
+399.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.4% |
| 7D | -4.1% | -3.5% | -0.7% | -3.0% |
| 30D | -14.0% | -2.7% | -11.3% | -13.3% |
| 3M | +41.4% | +13.9% | +27.6% | +34.7% |
| 6M | +54.2% | +16.0% | +38.1% | +45.2% |
| YTD | +40.4% | +34.9% | +5.5% | +24.0% |
| 1Y | +16.0% | +30.6% | -14.6% | +3.1% |
| 3Y | +140.7% | +93.0% | +47.7% | +69.9% |
| 5Y | +256.3% | +64.4% | +191.9% | +169.0% |
| All | +648.6% | +249.5% | +399.1% | +263.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling