+16.0%
RF vs DGX
+31.5%
-15.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.1% | -2.2% | +2.1% | +0.2% |
| 30D | -4.0% | -0.9% | -3.1% | -3.9% |
| 3M | +5.6% | +15.6% | -10.0% | +3.0% |
| 6M | +13.1% | +17.8% | -4.7% | +9.7% |
| YTD | +13.6% | +37.5% | -23.9% | +7.7% |
| 1Y | +16.0% | +31.2% | -15.2% | +10.2% |
| All | +16.0% | +31.5% | -15.6% | +10.2% |
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 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