+335.4%
RF vs DGX
+249.5%
+85.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.0% |
| 7D | -1.6% | -3.5% | +1.8% | -0.1% |
| 30D | -4.3% | -2.7% | -1.6% | -3.2% |
| 3M | +5.9% | +13.9% | -8.0% | -0.6% |
| 6M | +14.1% | +16.0% | -1.9% | +6.0% |
| YTD | +13.8% | +34.9% | -21.1% | -2.0% |
| 1Y | +15.2% | +30.6% | -15.3% | +0.4% |
| 3Y | +90.6% | +93.0% | -2.4% | +33.8% |
| 5Y | +88.9% | +64.4% | +24.5% | +40.6% |
| All | +335.4% | +249.5% | +85.9% | +99.2% |
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