+19.3%
TPR vs DGX
+45.0%
-25.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | +0.1% | +2.7% |
| 7D | +12.6% | +4.1% | +8.6% | +11.6% |
| 30D | +7.1% | +10.5% | -3.4% | +4.9% |
| 3M | -19.4% | +9.8% | -29.2% | -20.9% |
| 6M | -9.7% | +34.6% | -44.3% | -15.0% |
| YTD | -1.0% | +49.8% | -50.8% | -8.5% |
| 1Y | +19.3% | +46.0% | -26.7% | +10.8% |
| All | +19.3% | +45.0% | -25.7% | +10.8% |
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