+70.3%
T vs DGX
+255.3%
-185.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.5% |
| 7D | +1.5% | -0.9% | +2.4% | +1.8% |
| 30D | +7.5% | -1.2% | +8.6% | +7.8% |
| 3M | +14.8% | +15.8% | -0.9% | +9.3% |
| 6M | -1.7% | +18.2% | -19.9% | -7.4% |
| YTD | +8.7% | +37.2% | -28.5% | -2.7% |
| 1Y | -7.5% | +30.4% | -37.8% | -15.9% |
| 3Y | +110.2% | +96.7% | +13.5% | +65.1% |
| 5Y | +71.6% | +67.2% | +4.5% | +39.9% |
| All | +70.3% | +255.3% | -185.1% | +7.0% |
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 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