-35.7%
U vs DGX
+135.2%
-170.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +3.8% |
| 7D | +5.5% | -0.9% | +6.4% | +5.9% |
| 30D | -1.3% | -1.2% | -0.1% | -0.8% |
| 3M | +64.6% | +15.8% | +48.8% | +54.9% |
| 6M | +119.4% | +18.2% | +101.2% | +103.6% |
| YTD | -0.5% | +37.2% | -37.7% | -15.3% |
| 1Y | +1.3% | +30.4% | -29.1% | -11.9% |
| 3Y | +15.6% | +96.7% | -81.1% | -25.8% |
| 5Y | -67.5% | +67.2% | -134.6% | -77.4% |
| All | -35.7% | +135.2% | -170.9% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling