+286.6%
DGX vs DOC
+23.6%
+263.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.2% | +1.0% | +0.1% | +0.9% |
| 30D | +11.2% | +8.1% | +3.1% | +8.7% |
| 3M | +9.3% | +0.9% | +8.4% | +8.9% |
| 6M | +37.4% | +6.3% | +31.1% | +34.7% |
| YTD | +51.6% | +33.8% | +17.8% | +38.0% |
| 1Y | +39.3% | +21.6% | +17.6% | +30.3% |
| 3Y | +106.1% | +53.4% | +52.7% | +77.8% |
| 5Y | +92.2% | -21.0% | +113.2% | +99.9% |
| 10Y | +286.6% | +22.5% | +264.1% | +235.2% |
| All | +286.6% | +23.6% | +263.0% | +235.2% |
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