-66.5%
U vs DGX
+66.8%
-133.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +54.3% |
| 6M | +119.4% | +18.2% | +101.2% | +102.7% |
| YTD | -0.5% | +37.2% | -37.7% | -16.5% |
| 1Y | +1.3% | +30.4% | -29.1% | -12.9% |
| 3Y | +15.6% | +96.7% | -81.1% | -31.2% |
| All | -66.5% | +66.8% | -133.3% | -77.2% |
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