+87.1%
DOCN vs DGX
+130.5%
-43.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.7% |
| 7D | -12.1% | +4.6% | -16.7% | -13.2% |
| 30D | -41.0% | +11.9% | -52.9% | -42.8% |
| 3M | -38.7% | +9.2% | -47.9% | -40.3% |
| 6M | -51.5% | +39.0% | -90.5% | -56.9% |
| YTD | +65.3% | +51.4% | +13.8% | +39.3% |
| 1Y | +53.9% | +42.6% | +11.3% | +33.1% |
| 3Y | +215.6% | +105.9% | +109.6% | +115.2% |
| 5Y | -26.2% | +96.6% | -122.8% | -49.1% |
| All | +87.1% | +130.5% | -43.4% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling