+16.8%
RF vs DGX
+40.2%
-23.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | +0.4% | +1.9% | -1.6% | 0.0% |
| 30D | +5.6% | +12.7% | -7.1% | +3.3% |
| 3M | -8.9% | +9.6% | -18.5% | -10.4% |
| 6M | +7.1% | +37.6% | -30.5% | +1.0% |
| YTD | +8.3% | +52.1% | -43.8% | 0.0% |
| 1Y | +16.8% | +41.3% | -24.5% | +10.6% |
| All | +16.8% | +40.2% | -23.3% | +10.6% |
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 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