+3,307.8%
TER vs DGX
+8,796.3%
-5,488.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | +11.0% | -0.3% | +11.3% | +11.0% |
| 30D | -1.9% | -1.2% | -0.7% | -1.5% |
| 3M | -0.7% | +19.9% | -20.6% | -7.7% |
| 6M | +36.4% | +19.2% | +17.1% | +26.9% |
| YTD | +92.4% | +37.5% | +55.0% | +69.3% |
| 1Y | +213.5% | +31.3% | +182.2% | +178.8% |
| 3Y | +277.2% | +96.6% | +180.6% | +183.0% |
| 5Y | +219.1% | +64.3% | +154.9% | +154.9% |
| 10Y | +1,744.2% | +241.1% | +1,503.1% | +1,000.3% |
| All | +3,307.8% | +8,796.3% | -5,488.5% | +946.6% |
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