+33.0%
Q vs DGX
+31.3%
+1.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.6% |
| 7D | +4.9% | -0.9% | +5.8% | +4.8% |
| 30D | -11.0% | -1.2% | -9.8% | -11.0% |
| 3M | -15.2% | +15.8% | -31.0% | -14.2% |
| 6M | +8.8% | +18.2% | -9.3% | +10.0% |
| YTD | +55.1% | +37.2% | +17.9% | +49.7% |
| All | +33.0% | +31.3% | +1.7% | +27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling