-61.5%
DOCS vs DG
+23.4%
-85.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -2.8% |
| 7D | -1.4% | +8.4% | -9.8% | -1.9% |
| 30D | +21.8% | +4.9% | +16.9% | +21.4% |
| 3M | +27.3% | +29.3% | -2.0% | +26.7% |
| 6M | -0.3% | -11.3% | +10.9% | -2.8% |
| YTD | -40.5% | +1.8% | -42.2% | -41.3% |
| 1Y | -61.5% | +25.3% | -86.9% | -60.9% |
| All | -61.5% | +23.4% | -85.0% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling