+508.4%
DIS vs DGX
+8,858.2%
-8,349.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -2.6% | -2.3% | -0.3% | -2.0% |
| 30D | +3.5% | +0.6% | +2.9% | +3.3% |
| 3M | +6.8% | +21.4% | -14.6% | +1.4% |
| 6M | +3.0% | +14.7% | -11.7% | -1.0% |
| YTD | -6.7% | +38.4% | -45.2% | -14.7% |
| 1Y | -10.1% | +34.0% | -44.1% | -17.2% |
| 3Y | +33.0% | +92.7% | -59.6% | +10.2% |
| 5Y | -40.0% | +67.7% | -107.7% | -49.0% |
| 10Y | +21.1% | +248.0% | -227.0% | -17.0% |
| All | +508.4% | +8,858.2% | -8,349.9% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling