+55.8%
DOCS vs DG
+23.1%
+32.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -4.3% |
| 7D | -1.3% | +6.1% | -7.4% | -1.4% |
| 30D | +19.4% | +11.9% | +7.4% | +19.3% |
| 3M | +53.4% | +9.3% | +44.1% | +53.3% |
| 6M | +28.8% | +19.1% | +9.6% | +29.0% |
| YTD | -25.1% | +5.9% | -31.0% | -25.3% |
| 1Y | -48.1% | +39.8% | -87.9% | -47.8% |
| All | +55.8% | +23.1% | +32.7% | +50.9% |
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 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