+272.8%
RF vs DGX
+9,743.1%
-9,470.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.9% | +1.6% | +0.4% | +1.4% |
| 30D | +7.3% | +11.2% | -3.9% | +3.2% |
| 3M | -7.9% | +10.4% | -18.3% | -11.4% |
| 6M | +10.5% | +37.1% | -26.6% | -2.2% |
| YTD | +9.6% | +52.1% | -42.5% | -7.1% |
| 1Y | +20.3% | +40.7% | -20.4% | +4.9% |
| 3Y | +119.5% | +107.6% | +11.9% | +62.9% |
| 5Y | +48.2% | +90.6% | -42.4% | +12.1% |
| 10Y | +234.3% | +287.9% | -53.7% | +91.1% |
| All | +272.8% | +9,743.1% | -9,470.3% | +7.9% |
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