+41.3%
DGX vs DOC
+20.8%
+20.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.5% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +12.7% | +6.6% | +6.1% | +11.7% |
| 3M | +9.6% | -1.1% | +10.7% | +9.6% |
| 6M | +37.6% | +4.8% | +32.8% | +37.0% |
| YTD | +52.1% | +32.1% | +20.1% | +46.8% |
| 1Y | +41.3% | +21.9% | +19.4% | +38.4% |
| All | +41.3% | +20.8% | +20.5% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling