+106.3%
DAL vs DGX
+66.8%
+39.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | -13.6% | -1.2% | -12.4% | -13.3% |
| 3M | +1.2% | +19.9% | -18.7% | -3.5% |
| 6M | +34.5% | +19.2% | +15.3% | +28.3% |
| YTD | +14.7% | +37.5% | -22.8% | +5.1% |
| 1Y | +29.2% | +31.3% | -2.0% | +19.7% |
| 3Y | +100.0% | +96.6% | +3.3% | +61.2% |
| 5Y | +106.3% | +64.3% | +42.0% | +66.6% |
| All | +106.3% | +66.8% | +39.5% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling