+118.4%
DAL vs DGX
+97.6%
+20.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +2.3% | +1.2% | +1.2% | +2.0% |
| 30D | +14.3% | +11.2% | +3.1% | +11.3% |
| 3M | +1.3% | +9.3% | -8.0% | -1.1% |
| 6M | +29.3% | +37.4% | -8.1% | +18.4% |
| YTD | +33.0% | +51.6% | -18.6% | +17.9% |
| 1Y | +59.8% | +39.3% | +20.6% | +45.2% |
| 3Y | +177.2% | +106.1% | +71.1% | +117.1% |
| 5Y | +118.4% | +92.2% | +26.2% | +61.3% |
| All | +118.4% | +97.6% | +20.7% | +61.3% |
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