+46.0%
DGX vs CHD
+30.9%
+15.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.8% |
| 7D | +4.1% | +6.9% | -2.9% | +2.2% |
| 30D | +10.5% | +17.1% | -6.6% | +5.9% |
| 3M | +9.8% | +9.1% | +0.7% | +7.2% |
| 6M | +34.6% | +21.4% | +13.2% | +27.2% |
| YTD | +49.8% | +34.9% | +15.0% | +36.1% |
| 1Y | +46.0% | +31.0% | +15.0% | +34.0% |
| All | +46.0% | +30.9% | +15.1% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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