+94.3%
ORCL vs DGX
+66.8%
+27.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.4% |
| 7D | +15.0% | -0.3% | +15.3% | +15.0% |
| 30D | +10.5% | -1.2% | +11.7% | +10.6% |
| 3M | -23.0% | +19.9% | -42.9% | -24.1% |
| 6M | +7.0% | +19.2% | -12.2% | +5.5% |
| YTD | -15.8% | +37.5% | -53.3% | -18.8% |
| 1Y | -31.1% | +31.3% | -62.4% | -33.4% |
| 3Y | +33.3% | +96.6% | -63.3% | +13.7% |
| 5Y | +94.3% | +64.3% | +30.0% | +70.8% |
| All | +94.3% | +66.8% | +27.5% | +70.8% |
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