+165.0%
W vs DGX
+397.2%
-232.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.1% |
| 7D | +6.5% | -0.3% | +6.8% | +6.7% |
| 30D | -6.2% | -1.2% | -5.0% | -5.3% |
| 3M | +48.9% | +19.9% | +29.0% | +29.1% |
| 6M | +31.2% | +19.2% | +12.0% | +13.2% |
| YTD | -0.4% | +37.5% | -37.9% | -24.6% |
| 1Y | +14.8% | +31.3% | -16.5% | -10.1% |
| 3Y | +40.5% | +96.6% | -56.1% | -25.7% |
| 5Y | -62.1% | +64.3% | -126.4% | -76.2% |
| 10Y | +141.5% | +241.1% | -99.6% | -12.2% |
| All | +165.0% | +397.2% | -232.1% | -26.5% |
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