+99.6%
DGX vs DOC
-22.1%
+121.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | +0.7% | +6.2% | -5.5% | -0.8% |
| 30D | +11.5% | +6.5% | +5.1% | +9.8% |
| 3M | +8.4% | -6.2% | +14.7% | +10.0% |
| 6M | +34.5% | +25.6% | +8.9% | +26.4% |
| YTD | +49.3% | +32.1% | +17.2% | +37.8% |
| 1Y | +45.3% | +20.3% | +25.0% | +37.7% |
| 3Y | +101.3% | +42.7% | +58.6% | +80.3% |
| 5Y | +99.6% | -22.2% | +121.8% | +112.5% |
| All | +99.6% | -22.1% | +121.7% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling