+36.6%
ORLY vs DGX
+96.4%
-59.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | -6.8% | -1.2% | -5.6% | -6.5% |
| 3M | -4.8% | +15.8% | -20.5% | -8.5% |
| 6M | -9.1% | +18.2% | -27.3% | -13.2% |
| YTD | -5.9% | +37.2% | -43.1% | -13.5% |
| 1Y | -20.4% | +30.4% | -50.8% | -25.9% |
| 3Y | +36.6% | +96.7% | -60.1% | +13.3% |
| All | +36.6% | +96.4% | -59.8% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling