+4.9%
ORCL vs DGX
+14.9%
-10.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +2.7% |
| 7D | +5.3% | -2.3% | +7.6% | +4.1% |
| 30D | +10.0% | +0.6% | +9.4% | +10.3% |
| 3M | -32.6% | +21.4% | -54.0% | -25.4% |
| 6M | +4.9% | +14.7% | -9.8% | +14.7% |
| All | +4.9% | +14.9% | -10.0% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling