+105.9%
DGX vs DOC
+54.0%
+51.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +4.6% | +4.3% | +0.3% | +3.6% |
| 30D | +11.9% | +9.2% | +2.7% | +9.7% |
| 3M | +9.2% | -0.8% | +10.0% | +9.2% |
| 6M | +39.0% | +7.1% | +31.9% | +36.7% |
| YTD | +51.4% | +34.0% | +17.5% | +40.5% |
| 1Y | +42.6% | +23.2% | +19.4% | +35.4% |
| 3Y | +105.9% | +53.6% | +52.3% | +90.9% |
| All | +105.9% | +54.0% | +51.9% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling