+155.2%
W vs DGX
+255.3%
-100.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | -0.2% |
| 7D | -0.9% | -0.9% | 0.0% | -0.1% |
| 30D | -4.2% | -1.2% | -3.1% | -3.3% |
| 3M | +26.9% | +15.8% | +11.1% | +12.2% |
| 6M | +31.2% | +18.2% | +13.1% | +13.2% |
| YTD | -1.8% | +37.2% | -39.0% | -26.8% |
| 1Y | +9.3% | +30.4% | -21.0% | -15.2% |
| 3Y | +33.2% | +96.7% | -63.5% | -33.0% |
| 5Y | -62.4% | +67.2% | -129.6% | -77.6% |
| All | +155.2% | +255.3% | -100.1% | -11.9% |
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