+2,510.5%
SO vs DGX
+8,796.3%
-6,285.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -3.2% | -1.2% | -2.0% | -3.1% |
| 3M | -1.7% | +19.9% | -21.6% | -4.3% |
| 6M | -7.2% | +19.2% | -26.4% | -9.6% |
| YTD | +4.6% | +37.5% | -32.9% | -0.3% |
| 1Y | +1.2% | +31.3% | -30.1% | -2.9% |
| 3Y | +45.3% | +96.6% | -51.4% | +31.7% |
| 5Y | +58.7% | +64.3% | -5.5% | +46.6% |
| 10Y | +155.9% | +241.1% | -85.3% | +115.5% |
| All | +2,510.5% | +8,796.3% | -6,285.8% | +1,903.0% |
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