+1,280.4%
OXY vs DGX
+8,631.6%
-7,351.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.7% |
| 7D | +1.4% | -3.5% | +4.8% | +2.2% |
| 30D | +4.0% | -2.7% | +6.7% | +4.7% |
| 3M | +7.6% | +13.9% | -6.3% | +4.0% |
| 6M | +16.2% | +16.0% | +0.2% | +11.5% |
| YTD | +50.8% | +34.9% | +15.9% | +39.2% |
| 1Y | +34.7% | +30.6% | +4.1% | +25.1% |
| 3Y | -1.0% | +93.0% | -94.0% | -17.4% |
| 5Y | +163.2% | +64.4% | +98.8% | +125.5% |
| 10Y | +5.5% | +248.1% | -242.6% | -26.6% |
| All | +1,280.4% | +8,631.6% | -7,351.2% | +577.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling