+2,874.5%
V vs DGX
+592.9%
+2,281.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +1.9% | -1.2% | +3.1% | +2.3% |
| 3M | +15.5% | +19.9% | -4.4% | +7.5% |
| 6M | +16.6% | +19.2% | -2.6% | +8.4% |
| YTD | +5.7% | +37.5% | -31.7% | -7.5% |
| 1Y | +8.6% | +31.3% | -22.7% | -3.5% |
| 3Y | +52.5% | +96.6% | -44.1% | +13.2% |
| 5Y | +67.1% | +64.3% | +2.9% | +31.3% |
| 10Y | +376.8% | +241.1% | +135.7% | +157.1% |
| All | +2,874.5% | +592.9% | +2,281.6% | +1,032.0% |
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