-53.5%
S vs DGX
+95.5%
-149.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | -0.7% | -0.9% | +0.2% | -0.4% |
| 30D | -11.4% | -1.2% | -10.3% | -11.2% |
| 3M | +33.8% | +15.8% | +18.0% | +26.6% |
| 6M | +39.5% | +18.2% | +21.3% | +30.7% |
| YTD | +31.7% | +37.2% | -5.5% | +15.8% |
| 1Y | +7.0% | +30.4% | -23.4% | -4.2% |
| 3Y | +11.8% | +96.7% | -84.9% | -21.0% |
| 5Y | -69.0% | +67.2% | -136.2% | -76.7% |
| All | -53.5% | +95.5% | -149.1% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling