+782.1%
T vs DGX
+8,796.3%
-8,014.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | +7.6% | -1.2% | +8.8% | +7.8% |
| 3M | +15.3% | +19.9% | -4.6% | +10.9% |
| 6M | -8.5% | +19.2% | -27.7% | -12.0% |
| YTD | +6.8% | +37.5% | -30.7% | -0.5% |
| 1Y | -7.2% | +31.3% | -38.5% | -12.8% |
| 3Y | +108.2% | +96.6% | +11.6% | +79.5% |
| 5Y | +66.1% | +64.3% | +1.8% | +47.4% |
| 10Y | +65.3% | +241.1% | -175.8% | +25.5% |
| All | +782.1% | +8,796.3% | -8,014.2% | +310.2% |
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