+84.2%
DOCN vs DGX
+131.6%
-47.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.6% | +6.4% | +7.6% |
| 7D | -12.8% | +3.5% | -16.3% | -13.6% |
| 30D | -41.9% | +12.4% | -54.3% | -43.8% |
| 3M | -36.9% | +9.3% | -46.3% | -38.6% |
| 6M | -52.2% | +39.7% | -91.9% | -57.7% |
| YTD | +62.7% | +52.2% | +10.6% | +37.0% |
| 1Y | +58.2% | +47.1% | +11.1% | +35.0% |
| 3Y | +219.5% | +108.8% | +110.7% | +116.3% |
| 5Y | -32.9% | +101.4% | -134.2% | -53.9% |
| All | +84.2% | +131.6% | -47.4% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling