+153.1%
SO vs DGX
+255.3%
-102.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -1.2% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | -5.0% | -1.2% | -3.8% | -4.7% |
| 3M | -5.8% | +15.8% | -21.5% | -10.5% |
| 6M | -7.9% | +18.2% | -26.1% | -13.3% |
| YTD | +2.4% | +37.2% | -34.8% | -8.6% |
| 1Y | -2.3% | +30.4% | -32.6% | -11.4% |
| 3Y | +41.9% | +96.7% | -54.8% | +10.9% |
| 5Y | +58.1% | +67.2% | -9.1% | +28.6% |
| All | +153.1% | +255.3% | -102.3% | +52.7% |
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