+533.2%
XYZ vs DGX
+326.0%
+207.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | -1.0% | -2.3% | +1.3% | +0.5% |
| 30D | -1.7% | +0.6% | -2.3% | -2.0% |
| 3M | +16.7% | +21.4% | -4.7% | +3.2% |
| 6M | +26.9% | +14.7% | +12.1% | +15.5% |
| YTD | +27.1% | +38.4% | -11.3% | +1.8% |
| 1Y | +9.3% | +34.0% | -24.7% | -11.3% |
| 3Y | +42.3% | +92.7% | -50.4% | -13.2% |
| 5Y | -69.3% | +67.7% | -137.0% | -79.5% |
| 10Y | +586.8% | +248.0% | +338.8% | +164.3% |
| All | +533.2% | +326.0% | +207.2% | +104.6% |
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