-38.7%
DOCS vs DG
-31.9%
-6.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.7% |
| 7D | -0.8% | +1.1% | -1.9% | -0.8% |
| 30D | +17.4% | +9.5% | +7.9% | +16.5% |
| 3M | +57.4% | +5.5% | +51.9% | +56.6% |
| 6M | +26.5% | +16.1% | +10.5% | +25.1% |
| YTD | -26.6% | +2.7% | -29.3% | -27.0% |
| 1Y | -48.1% | +42.1% | -90.1% | -49.8% |
| 3Y | +52.6% | +19.3% | +33.4% | +47.9% |
| 5Y | -52.1% | -35.3% | -16.7% | -45.4% |
| All | -38.7% | -31.9% | -6.7% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling