+147.7%
P vs DGX
+96.8%
+50.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +5.0% | -2.2% | +7.2% | +4.2% |
| 30D | -0.9% | -0.9% | 0.0% | -1.1% |
| 3M | +38.7% | +15.6% | +23.1% | +46.2% |
| 6M | +54.4% | +17.8% | +36.6% | +64.4% |
| YTD | +44.8% | +37.5% | +7.4% | +62.6% |
| 1Y | +22.5% | +31.2% | -8.6% | +35.9% |
| All | +147.7% | +96.8% | +50.9% | +222.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling