+9,498.1%
DGX vs DOC
+750.6%
+8,747.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -2.3% | -1.5% | -0.8% | -2.0% |
| 30D | +0.6% | -4.8% | +5.3% | +1.6% |
| 3M | +21.4% | +6.9% | +14.5% | +19.5% |
| 6M | +14.7% | +20.7% | -6.0% | +9.1% |
| YTD | +38.4% | +34.1% | +4.3% | +28.4% |
| 1Y | +34.0% | +22.6% | +11.3% | +26.7% |
| 3Y | +92.7% | +20.8% | +71.9% | +80.9% |
| 5Y | +67.7% | -24.9% | +92.6% | +74.0% |
| 10Y | +248.0% | -1.8% | +249.8% | +226.7% |
| All | +9,498.1% | +750.6% | +8,747.5% | +4,418.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling