+52.6%
DOCS vs DG
+19.3%
+33.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -2.0% |
| 7D | -0.8% | +1.1% | -1.9% | -0.8% |
| 30D | +17.4% | +9.5% | +7.9% | +17.4% |
| 3M | +57.4% | +5.5% | +51.9% | +57.4% |
| 6M | +26.5% | +16.1% | +10.5% | +26.9% |
| YTD | -26.6% | +2.7% | -29.3% | -26.7% |
| 1Y | -48.1% | +42.1% | -90.1% | -47.6% |
| 3Y | +52.6% | +19.3% | +33.4% | +48.0% |
| All | +52.6% | +19.3% | +33.3% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling