+497.6%
PL vs DGX
+103.0%
+394.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.3% | +10.0% | +10.3% |
| 7D | -6.8% | +1.5% | -8.3% | -7.0% |
| 30D | -29.3% | +12.6% | -41.9% | -30.3% |
| 3M | -44.8% | +7.6% | -52.3% | -45.2% |
| 6M | -68.4% | +36.2% | -104.6% | -69.7% |
| YTD | -36.4% | +49.8% | -86.1% | -40.6% |
| 1Y | +0.7% | +47.3% | -46.5% | -5.7% |
| All | +497.6% | +103.0% | +394.6% | +391.5% |
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