+270.3%
ORCL vs DGX
+279.6%
-9.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | +1.6% | +6.4% | +7.6% |
| 30D | -4.0% | +11.2% | -15.2% | -6.3% |
| 3M | -19.5% | +10.4% | -29.9% | -21.4% |
| 6M | -33.5% | +37.1% | -70.6% | -38.9% |
| YTD | -34.8% | +52.1% | -86.9% | -42.2% |
| 1Y | -41.6% | +40.7% | -82.3% | -47.1% |
| 3Y | +13.8% | +107.6% | -93.8% | -11.5% |
| 5Y | +43.4% | +90.6% | -47.2% | +13.3% |
| All | +270.3% | +279.6% | -9.4% | +126.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling