-54.3%
S vs DGX
+95.9%
-150.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -5.8% | -0.3% | -5.5% | -5.8% |
| 30D | -9.2% | -1.2% | -8.0% | -8.9% |
| 3M | +23.4% | +19.9% | +3.5% | +15.2% |
| 6M | +36.9% | +19.2% | +17.7% | +27.9% |
| YTD | +29.5% | +37.5% | -7.9% | +13.9% |
| 1Y | +5.4% | +31.3% | -25.9% | -5.9% |
| 3Y | +14.7% | +96.6% | -81.9% | -18.8% |
| 5Y | -71.5% | +64.3% | -135.8% | -78.8% |
| All | -54.3% | +95.9% | -150.2% | -69.1% |
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