+121.4%
DAL vs DGX
+287.0%
-165.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +2.3% | +1.2% | +1.2% | +1.9% |
| 30D | +14.3% | +11.2% | +3.1% | +10.3% |
| 3M | +1.3% | +9.3% | -8.0% | -1.9% |
| 6M | +29.3% | +37.4% | -8.1% | +15.2% |
| YTD | +33.0% | +51.6% | -18.6% | +13.6% |
| 1Y | +59.8% | +39.3% | +20.6% | +40.8% |
| 3Y | +177.2% | +106.1% | +71.1% | +106.0% |
| 5Y | +118.4% | +92.2% | +26.2% | +63.4% |
| 10Y | +121.4% | +286.6% | -165.2% | +7.4% |
| All | +121.4% | +287.0% | -165.6% | +7.4% |
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