+143.3%
DELL vs DGX
+45.0%
+98.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.5% | -12.3% | -8.1% |
| 7D | -24.6% | +4.1% | -28.7% | -23.9% |
| 30D | -32.5% | +10.5% | -43.0% | -31.3% |
| 3M | -20.2% | +9.8% | -30.0% | -18.5% |
| 6M | +76.5% | +34.6% | +41.9% | +87.8% |
| YTD | +198.9% | +49.8% | +149.1% | +229.3% |
| 1Y | +143.3% | +46.0% | +97.3% | +165.7% |
| All | +143.3% | +45.0% | +98.4% | +165.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling