+485.4%
P vs DGX
+362.7%
+122.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | +6.5% | -2.3% | +8.9% | +7.3% |
| 30D | +18.8% | +0.6% | +18.3% | +18.5% |
| 3M | +26.7% | +21.4% | +5.3% | +17.9% |
| 6M | +62.2% | +14.7% | +47.4% | +53.5% |
| YTD | +48.5% | +38.4% | +10.1% | +30.2% |
| 1Y | +26.4% | +34.0% | -7.6% | +11.5% |
| 3Y | +159.4% | +92.7% | +66.7% | +85.5% |
| 5Y | +275.8% | +67.7% | +208.1% | +183.7% |
| 10Y | +732.0% | +248.0% | +484.0% | +309.9% |
| All | +485.4% | +362.7% | +122.6% | +203.7% |
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