+18.0%
Q vs DGX
+45.0%
-26.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | +0.5% |
| 7D | -3.3% | +4.1% | -7.4% | -2.6% |
| 30D | -9.7% | +10.5% | -20.2% | -8.2% |
| 3M | -16.1% | +9.8% | -25.9% | -14.8% |
| 6M | -15.7% | +34.6% | -50.3% | -14.2% |
| YTD | +45.7% | +49.8% | -4.1% | +42.9% |
| 1Y | +18.0% | +46.0% | -28.0% | +14.3% |
| All | +18.0% | +45.0% | -26.9% | +14.3% |
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