-68.9%
S vs DGX
+59.5%
-128.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.5% |
| 7D | +0.1% | -3.5% | +3.5% | +1.2% |
| 30D | -11.8% | -2.7% | -9.1% | -11.1% |
| 3M | +33.9% | +13.9% | +20.1% | +27.3% |
| 6M | +40.1% | +16.0% | +24.1% | +31.9% |
| YTD | +32.1% | +34.9% | -2.9% | +16.5% |
| 1Y | +11.0% | +30.6% | -19.5% | -1.1% |
| 3Y | +16.9% | +93.0% | -76.0% | -17.6% |
| 5Y | -68.9% | +64.4% | -133.3% | -75.2% |
| All | -68.9% | +59.5% | -128.4% | -75.2% |
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