+246.8%
DGX vs DOC
-2.1%
+248.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | -2.3% | -1.5% | -0.8% | -1.9% |
| 30D | +0.6% | -4.8% | +5.3% | +1.9% |
| 3M | +21.4% | +6.9% | +14.5% | +19.1% |
| 6M | +14.7% | +20.7% | -6.0% | +7.9% |
| YTD | +38.4% | +34.1% | +4.3% | +26.1% |
| 1Y | +34.0% | +22.6% | +11.3% | +25.1% |
| 3Y | +92.7% | +20.8% | +71.9% | +78.3% |
| 5Y | +67.7% | -24.9% | +92.6% | +77.1% |
| All | +246.8% | -2.1% | +248.8% | +228.7% |
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