+32.3%
DIS vs DGX
+93.2%
-60.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.8% |
| 7D | -1.3% | -3.5% | +2.2% | -0.8% |
| 30D | +2.2% | -2.7% | +4.9% | +2.6% |
| 3M | +8.1% | +13.9% | -5.8% | +6.3% |
| 6M | +5.2% | +16.0% | -10.8% | +3.1% |
| YTD | -6.3% | +34.9% | -41.2% | -10.1% |
| 1Y | -7.3% | +30.6% | -37.9% | -10.8% |
| All | +32.3% | +93.2% | -60.9% | +27.0% |
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