+50.9%
XYZ vs DGX
+96.8%
-45.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | +1.4% | -1.2% | +2.6% | +1.7% |
| 3M | +14.6% | +19.9% | -5.3% | +11.0% |
| 6M | +20.8% | +19.2% | +1.5% | +17.0% |
| YTD | +23.1% | +37.5% | -14.4% | +14.7% |
| 1Y | +5.6% | +31.3% | -25.6% | -0.5% |
| 3Y | +50.9% | +96.6% | -45.7% | +22.7% |
| All | +50.9% | +96.8% | -45.9% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling