+116.4%
DOCN vs DGX
+45.0%
+71.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.5% | -10.6% | -5.1% |
| 7D | -20.0% | +4.1% | -24.1% | -17.9% |
| 30D | -38.8% | +10.5% | -49.3% | -35.0% |
| 3M | -34.8% | +9.8% | -44.6% | -30.6% |
| 6M | -22.8% | +34.6% | -57.3% | -9.6% |
| YTD | +74.6% | +49.8% | +24.8% | +101.3% |
| 1Y | +116.4% | +46.0% | +70.4% | +149.5% |
| All | +116.4% | +45.0% | +71.5% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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