+277.3%
DGX vs DOC
+15.7%
+261.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | +1.5% | +6.5% | -5.0% | -0.3% |
| 30D | +12.6% | +9.2% | +3.4% | +9.8% |
| 3M | +7.6% | -2.5% | +10.1% | +8.2% |
| 6M | +36.2% | +7.1% | +29.1% | +33.3% |
| YTD | +49.8% | +33.0% | +16.8% | +36.6% |
| 1Y | +47.3% | +23.3% | +24.0% | +37.2% |
| 3Y | +102.1% | +44.9% | +57.1% | +77.2% |
| 5Y | +100.3% | -21.6% | +121.9% | +108.8% |
| All | +277.3% | +15.7% | +261.6% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling