+216.4%
TER vs DGX
+66.8%
+149.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.2% |
| 7D | +6.4% | -0.9% | +7.2% | +6.6% |
| 30D | -5.7% | -1.2% | -4.5% | -5.4% |
| 3M | -0.4% | +15.8% | -16.2% | -4.6% |
| 6M | +25.8% | +18.2% | +7.7% | +19.6% |
| YTD | +96.4% | +37.2% | +59.2% | +77.8% |
| 1Y | +229.2% | +30.4% | +198.9% | +201.2% |
| 3Y | +288.1% | +96.7% | +191.4% | +190.5% |
| All | +216.4% | +66.8% | +149.6% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling