+388.6%
DAL vs DGX
+631.0%
-242.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.6% | -5.4% |
| 7D | +1.4% | +1.9% | -0.5% | +0.4% |
| 30D | +9.1% | +12.7% | -3.6% | +2.6% |
| 3M | -3.5% | +9.6% | -13.1% | -8.2% |
| 6M | +23.4% | +37.6% | -14.2% | +3.5% |
| YTD | +26.0% | +52.1% | -26.1% | -0.8% |
| 1Y | +44.6% | +41.3% | +3.3% | +18.3% |
| 3Y | +162.7% | +106.9% | +55.8% | +68.8% |
| 5Y | +113.0% | +90.7% | +22.3% | +39.5% |
| 10Y | +109.8% | +288.0% | -178.2% | -21.4% |
| All | +388.6% | +631.0% | -242.5% | +17.2% |
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