+24.5%
Q vs DGX
+45.5%
-21.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +1.2% | +1.6% | -0.4% | +1.4% |
| 30D | -2.7% | +11.2% | -13.9% | -1.1% |
| 3M | -16.9% | +10.4% | -27.3% | -15.6% |
| 6M | -26.9% | +37.1% | -63.9% | -25.7% |
| YTD | +45.2% | +52.1% | -6.9% | +42.4% |
| 1Y | +38.1% | +40.7% | -2.6% | +40.7% |
| All | +24.5% | +45.5% | -21.0% | +21.6% |
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