-42.2%
DIS vs DGX
+64.0%
-106.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.5% | -2.2% | -1.3% | -3.1% |
| 30D | +1.0% | -0.9% | +1.9% | +1.1% |
| 3M | +5.7% | +15.6% | -9.9% | +2.6% |
| 6M | +3.3% | +17.8% | -14.5% | -0.3% |
| YTD | -7.7% | +37.5% | -45.2% | -13.8% |
| 1Y | -10.0% | +31.2% | -41.1% | -15.2% |
| 3Y | +31.7% | +96.6% | -64.9% | +12.3% |
| 5Y | -42.2% | +64.9% | -107.1% | -50.4% |
| All | -42.2% | +64.0% | -106.2% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling