+724.9%
DELL vs DGX
+96.4%
+628.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +12.2% |
| 7D | +8.2% | -0.9% | +9.1% | +8.0% |
| 30D | +17.1% | -1.2% | +18.2% | +16.8% |
| 3M | +45.2% | +15.8% | +29.4% | +48.9% |
| 6M | +286.8% | +18.2% | +268.6% | +299.2% |
| YTD | +354.8% | +37.2% | +317.6% | +381.2% |
| 1Y | +358.3% | +30.4% | +327.9% | +381.1% |
| 3Y | +724.9% | +96.7% | +628.2% | +830.1% |
| All | +724.9% | +96.4% | +628.5% | +830.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling