-49.5%
ORCL vs DGX
+45.0%
-94.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -0.5% |
| 7D | -14.4% | +4.1% | -18.5% | -12.8% |
| 30D | -12.8% | +10.5% | -23.4% | -8.9% |
| 3M | -14.8% | +9.8% | -24.6% | -10.9% |
| 6M | -30.9% | +34.6% | -65.4% | -20.5% |
| YTD | -35.7% | +49.8% | -85.5% | -20.0% |
| 1Y | -49.5% | +46.0% | -95.5% | -38.6% |
| All | -49.5% | +45.0% | -94.4% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling