+324.3%
DOCN vs DGX
+93.3%
+230.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.8% | +2.7% |
| 7D | +1.1% | -2.3% | +3.4% | +1.0% |
| 30D | -9.6% | +0.6% | -10.2% | -9.6% |
| 3M | -37.7% | +21.4% | -59.1% | -37.4% |
| 6M | +115.2% | +14.7% | +100.5% | +117.7% |
| YTD | +133.7% | +38.4% | +95.3% | +130.1% |
| 1Y | +250.2% | +34.0% | +216.2% | +245.5% |
| All | +324.3% | +93.3% | +230.9% | +295.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling