+54.1%
SAP vs DGX
+96.4%
-42.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -4.1% | -0.9% | -3.2% | -3.9% |
| 30D | +1.1% | -1.2% | +2.2% | +1.2% |
| 3M | +26.1% | +15.8% | +10.3% | +23.7% |
| 6M | +9.8% | +18.2% | -8.4% | +7.5% |
| YTD | -13.6% | +37.2% | -50.8% | -17.5% |
| 1Y | -18.7% | +30.4% | -49.0% | -21.8% |
| 3Y | +54.1% | +96.7% | -42.6% | +43.8% |
| All | +54.1% | +96.4% | -42.3% | +43.8% |
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 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