+20.3%
RF vs DGX
+42.2%
-21.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.9% | +1.6% | +0.4% | +1.6% |
| 30D | +7.3% | +11.2% | -3.9% | +5.3% |
| 3M | -7.9% | +10.4% | -18.3% | -9.6% |
| 6M | +10.5% | +37.1% | -26.6% | +4.3% |
| YTD | +9.6% | +52.1% | -42.5% | +1.0% |
| 1Y | +20.3% | +40.7% | -20.4% | +14.2% |
| All | +20.3% | +42.2% | -21.9% | +14.2% |
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