+344.5%
DAL vs DGX
+560.6%
-216.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.1% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | -13.6% | -1.2% | -12.4% | -13.0% |
| 3M | +1.2% | +19.9% | -18.7% | -8.5% |
| 6M | +34.5% | +19.2% | +15.3% | +21.6% |
| YTD | +14.7% | +37.5% | -22.8% | -4.7% |
| 1Y | +29.2% | +31.3% | -2.0% | +9.6% |
| 3Y | +100.0% | +96.6% | +3.3% | +31.6% |
| 5Y | +106.3% | +64.3% | +42.0% | +46.3% |
| 10Y | +126.4% | +241.1% | -114.7% | -8.9% |
| All | +344.5% | +560.6% | -216.1% | +12.7% |
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