+26.7%
Q vs DGX
+32.5%
-5.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.6% |
| 7D | +0.2% | -2.3% | +2.6% | 0.0% |
| 30D | -11.1% | +0.6% | -11.7% | -11.0% |
| 3M | -22.1% | +21.4% | -43.5% | -21.6% |
| 6M | +0.5% | +14.7% | -14.2% | +3.2% |
| YTD | +47.8% | +38.4% | +9.4% | +42.9% |
| All | +26.7% | +32.5% | -5.7% | +22.0% |
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