+1,642.5%
SPY vs DGX
+8,794.8%
-7,152.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -0.4% | -2.2% | +1.9% | +0.2% |
| 30D | -1.4% | -0.9% | -0.5% | -1.2% |
| 3M | +3.7% | +15.6% | -11.9% | -0.4% |
| 6M | +13.0% | +17.8% | -4.8% | +7.8% |
| YTD | +12.4% | +37.5% | -25.1% | +2.7% |
| 1Y | +18.5% | +31.2% | -12.6% | +9.4% |
| 3Y | +77.6% | +96.6% | -19.0% | +45.7% |
| 5Y | +81.7% | +64.9% | +16.8% | +55.0% |
| 10Y | +319.7% | +254.6% | +65.1% | +187.6% |
| All | +1,642.5% | +8,794.8% | -7,152.3% | +539.1% |
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