+91.3%
RF vs DGX
+96.8%
-5.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | -3.4% | -1.2% | -2.2% | -3.1% |
| 3M | +6.4% | +19.9% | -13.5% | +1.8% |
| 6M | +13.4% | +19.2% | -5.8% | +8.6% |
| YTD | +14.2% | +37.5% | -23.2% | +5.3% |
| 1Y | +15.7% | +31.3% | -15.6% | +7.7% |
| 3Y | +91.3% | +96.6% | -5.3% | +58.7% |
| All | +91.3% | +96.8% | -5.5% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling