+237.5%
DOCN vs DGX
+106.7%
+130.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.1% | -4.2% |
| 7D | +19.1% | +1.6% | +17.5% | +19.3% |
| 30D | -21.0% | +11.2% | -32.2% | -20.0% |
| 3M | -34.7% | +10.4% | -45.1% | -33.9% |
| 6M | -45.8% | +37.1% | -82.9% | -44.8% |
| YTD | +79.4% | +52.1% | +27.3% | +79.1% |
| 1Y | +91.0% | +40.7% | +50.3% | +93.0% |
| 3Y | +237.5% | +107.6% | +129.9% | +222.7% |
| All | +237.5% | +106.7% | +130.7% | +222.7% |
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