+68.4%
SAP vs DGX
+106.7%
-38.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | +1.6% | -0.9% | +0.4% |
| 30D | +6.5% | +11.2% | -4.7% | +4.9% |
| 3M | +12.2% | +10.4% | +1.9% | +10.6% |
| 6M | +46.1% | +37.1% | +9.0% | +39.7% |
| YTD | -1.6% | +52.1% | -53.7% | -7.8% |
| 1Y | -5.1% | +40.7% | -45.8% | -9.8% |
| 3Y | +68.4% | +107.6% | -39.2% | +52.7% |
| All | +68.4% | +106.7% | -38.4% | +52.7% |
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 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