+90.9%
PL vs DGX
+31.5%
+59.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -13.9% | -2.2% | -11.6% | -13.9% |
| 30D | -25.5% | -0.9% | -24.5% | -25.4% |
| 3M | -44.8% | +15.6% | -60.3% | -43.9% |
| 6M | -33.3% | +17.8% | -51.1% | -32.0% |
| YTD | -12.7% | +37.5% | -50.1% | -16.3% |
| 1Y | +90.9% | +31.2% | +59.8% | +90.6% |
| All | +90.9% | +31.5% | +59.4% | +90.6% |
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 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