+270.7%
RF vs DGX
+9,699.1%
-9,428.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +0.3% | +4.6% | -4.3% | -1.3% |
| 30D | +6.2% | +11.9% | -5.7% | +1.8% |
| 3M | -7.8% | +9.2% | -17.0% | -10.9% |
| 6M | +5.9% | +39.0% | -33.1% | -6.7% |
| YTD | +9.0% | +51.4% | -42.4% | -7.4% |
| 1Y | +19.3% | +42.6% | -23.3% | +3.4% |
| 3Y | +116.4% | +105.9% | +10.5% | +61.1% |
| 5Y | +46.0% | +96.6% | -50.6% | +9.1% |
| 10Y | +239.8% | +286.0% | -46.2% | +94.6% |
| All | +270.7% | +9,699.1% | -9,428.4% | +7.5% |
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