+229.2%
TER vs DGX
+32.7%
+196.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.9% |
| 7D | +6.4% | -0.9% | +7.2% | +6.1% |
| 30D | -5.7% | -1.2% | -4.5% | -5.9% |
| 3M | -0.4% | +15.8% | -16.2% | +2.9% |
| 6M | +25.8% | +18.2% | +7.7% | +29.4% |
| YTD | +96.4% | +37.2% | +59.2% | +116.7% |
| 1Y | +229.2% | +30.4% | +198.9% | +258.8% |
| All | +229.2% | +32.7% | +196.6% | +258.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling