+135.0%
DAL vs DGX
+244.3%
-109.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +0.8% | -2.2% | +3.0% | +1.6% |
| 30D | -11.7% | -0.9% | -10.8% | -11.5% |
| 3M | -2.7% | +15.6% | -18.3% | -7.8% |
| 6M | +30.7% | +17.8% | +12.9% | +22.8% |
| YTD | +14.4% | +37.5% | -23.1% | +1.2% |
| 1Y | +31.2% | +31.2% | 0.0% | +17.8% |
| 3Y | +99.4% | +96.6% | +2.9% | +50.5% |
| 5Y | +98.6% | +64.9% | +33.6% | +57.4% |
| 10Y | +135.0% | +254.6% | -119.6% | +22.6% |
| All | +135.0% | +244.3% | -109.3% | +22.6% |
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 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