-37.5%
U vs DGX
+135.7%
-173.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | -0.6% | -1.2% | +0.6% | -0.1% |
| 3M | +48.4% | +19.9% | +28.5% | +37.6% |
| 6M | +115.4% | +19.2% | +96.1% | +99.2% |
| YTD | -3.2% | +37.5% | -40.7% | -17.7% |
| 1Y | -6.0% | +31.3% | -37.3% | -18.6% |
| 3Y | +13.5% | +96.6% | -83.2% | -27.2% |
| 5Y | -68.0% | +64.3% | -132.3% | -77.7% |
| All | -37.5% | +135.7% | -173.2% | -61.2% |
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 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