+46.0%
RF vs DGX
+100.4%
-54.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +0.3% | +4.6% | -4.3% | -0.9% |
| 30D | +6.2% | +11.9% | -5.7% | +2.8% |
| 3M | -7.8% | +9.2% | -17.0% | -10.2% |
| 6M | +5.9% | +39.0% | -33.1% | -4.1% |
| YTD | +9.0% | +51.4% | -42.4% | -4.3% |
| 1Y | +19.3% | +42.6% | -23.3% | +6.6% |
| 3Y | +116.4% | +105.9% | +10.5% | +68.6% |
| 5Y | +46.0% | +96.6% | -50.6% | +5.2% |
| All | +46.0% | +100.4% | -54.3% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling