+293.0%
RF vs DGX
+8,858.2%
-8,565.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.3% |
| 7D | +1.3% | -2.3% | +3.6% | +2.2% |
| 30D | -3.6% | +0.6% | -4.2% | -3.9% |
| 3M | +8.1% | +21.4% | -13.3% | +0.2% |
| 6M | +11.5% | +14.7% | -3.3% | +5.4% |
| YTD | +15.6% | +38.4% | -22.9% | +1.5% |
| 1Y | +15.7% | +34.0% | -18.3% | +2.6% |
| 3Y | +86.9% | +92.7% | -5.8% | +42.6% |
| 5Y | +89.8% | +67.7% | +22.1% | +50.5% |
| 10Y | +344.7% | +248.0% | +96.7% | +164.4% |
| All | +293.0% | +8,858.2% | -8,565.3% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling