+4,404.4%
DELL vs DGX
+255.3%
+4,149.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +11.5% |
| 7D | +8.2% | -0.9% | +9.1% | +8.6% |
| 30D | +17.1% | -1.2% | +18.2% | +17.6% |
| 3M | +45.2% | +15.8% | +29.4% | +39.0% |
| 6M | +286.8% | +18.2% | +268.6% | +266.9% |
| YTD | +354.8% | +37.2% | +317.6% | +310.8% |
| 1Y | +358.3% | +30.4% | +327.9% | +318.8% |
| 3Y | +724.9% | +96.7% | +628.2% | +528.5% |
| 5Y | +1,193.7% | +67.2% | +1,126.5% | +936.8% |
| All | +4,404.4% | +255.3% | +4,149.1% | +2,495.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling