+198.1%
DOCN vs DGX
+109.3%
+88.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.7% | +13.3% | +12.8% |
| 7D | +16.3% | -0.3% | +16.6% | +16.3% |
| 30D | +2.0% | -1.2% | +3.2% | +2.3% |
| 3M | -25.2% | +19.9% | -45.1% | -30.2% |
| 6M | +132.7% | +19.2% | +113.5% | +117.1% |
| YTD | +163.3% | +37.5% | +125.8% | +128.4% |
| 1Y | +280.3% | +31.3% | +249.1% | +235.3% |
| 3Y | +371.8% | +96.6% | +275.2% | +218.4% |
| 5Y | +87.1% | +64.3% | +22.8% | +35.3% |
| All | +198.1% | +109.3% | +88.8% | +82.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling