+547.1%
XYZ vs DGX
+368.0%
+179.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -1.1% | +1.6% | -2.6% | -1.9% |
| 30D | +11.5% | +11.2% | +0.3% | +5.0% |
| 3M | +1.8% | +10.4% | -8.6% | -3.9% |
| 6M | +21.2% | +37.1% | -15.9% | -0.5% |
| YTD | +29.9% | +52.1% | -22.2% | -1.6% |
| 1Y | +35.8% | +40.7% | -5.0% | +8.0% |
| 3Y | +62.6% | +107.6% | -45.0% | -4.6% |
| 5Y | -62.8% | +90.6% | -153.4% | -77.1% |
| 10Y | +612.0% | +287.9% | +324.0% | +157.0% |
| All | +547.1% | +368.0% | +179.1% | +97.7% |
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 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