+164.6%
DOCN vs DGX
+110.7%
+53.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.8% | +3.1% |
| 7D | +1.1% | -2.3% | +3.4% | +1.8% |
| 30D | -9.6% | +0.6% | -10.2% | -9.9% |
| 3M | -37.7% | +21.4% | -59.1% | -42.1% |
| 6M | +115.2% | +14.7% | +100.5% | +104.1% |
| YTD | +133.7% | +38.4% | +95.3% | +102.4% |
| 1Y | +250.2% | +34.0% | +216.2% | +206.1% |
| 3Y | +320.3% | +92.7% | +227.6% | +188.9% |
| 5Y | +53.1% | +67.7% | -14.6% | +10.1% |
| All | +164.6% | +110.7% | +53.9% | +61.4% |
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