-28.0%
ORCL vs DGX
+33.7%
-61.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +2.6% |
| 7D | +5.3% | -2.3% | +7.6% | +3.9% |
| 30D | +10.0% | +0.6% | +9.4% | +10.3% |
| 3M | -32.6% | +21.4% | -54.0% | -23.8% |
| 6M | +4.9% | +14.7% | -9.8% | +14.8% |
| YTD | -17.8% | +38.4% | -56.2% | +5.2% |
| 1Y | -28.0% | +34.0% | -62.0% | -7.2% |
| All | -28.0% | +33.7% | -61.6% | -7.2% |
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 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