+290.4%
P vs DGX
+91.7%
+198.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.4% |
| 7D | +17.8% | +1.9% | +15.9% | +17.9% |
| 30D | -29.9% | +12.7% | -42.5% | -29.6% |
| 3M | -1.2% | +9.6% | -10.8% | -0.8% |
| 6M | +32.1% | +37.6% | -5.5% | +33.4% |
| YTD | +64.3% | +52.1% | +12.2% | +65.0% |
| 1Y | +24.3% | +41.3% | -17.0% | +25.2% |
| 3Y | +203.2% | +106.9% | +96.3% | +184.1% |
| 5Y | +290.4% | +90.7% | +199.8% | +268.1% |
| All | +290.4% | +91.7% | +198.7% | +268.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling