+83.0%
PL vs DGX
+99.5%
-16.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.1% |
| 7D | -9.3% | -2.3% | -7.0% | -8.9% |
| 30D | -18.9% | +0.6% | -19.5% | -19.0% |
| 3M | -58.4% | +21.4% | -79.8% | -60.0% |
| 6M | -30.3% | +14.7% | -45.0% | -32.1% |
| YTD | -8.1% | +38.4% | -46.6% | -14.7% |
| 1Y | +180.5% | +34.0% | +146.5% | +162.2% |
| 3Y | +444.1% | +92.7% | +351.5% | +357.9% |
| 5Y | +83.0% | +67.7% | +15.3% | +46.3% |
| All | +83.0% | +99.5% | -16.4% | +44.7% |
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