+29.7%
Q vs DGX
+31.5%
-1.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.3% |
| 7D | +6.7% | -0.3% | +7.0% | +6.7% |
| 30D | -10.6% | -1.2% | -9.4% | -10.6% |
| 3M | -14.6% | +19.9% | -34.5% | -14.0% |
| 6M | +12.1% | +19.2% | -7.2% | +13.0% |
| YTD | +51.3% | +37.5% | +13.8% | +46.1% |
| All | +29.7% | +31.5% | -1.8% | +24.8% |
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