+37.2%
DIS vs DGX
+106.7%
-69.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | +1.6% | +0.3% | +1.7% |
| 30D | +9.2% | +11.2% | -2.1% | +7.4% |
| 3M | +13.5% | +10.4% | +3.1% | +11.8% |
| 6M | +14.3% | +37.1% | -22.8% | +8.7% |
| YTD | +5.4% | +52.1% | -46.7% | -1.5% |
| 1Y | +12.2% | +40.7% | -28.6% | +6.1% |
| 3Y | +37.2% | +107.6% | -70.4% | +22.3% |
| All | +37.2% | +106.7% | -69.5% | +22.3% |
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 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