-51.1%
DOCS vs DG
-33.8%
-17.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -4.1% |
| 7D | -1.3% | +6.1% | -7.4% | -1.8% |
| 30D | +19.4% | +11.9% | +7.4% | +18.3% |
| 3M | +53.4% | +9.3% | +44.1% | +52.3% |
| 6M | +28.8% | +19.1% | +9.6% | +27.0% |
| YTD | -25.1% | +5.9% | -31.0% | -25.7% |
| 1Y | -48.1% | +39.8% | -87.9% | -49.7% |
| 3Y | +51.4% | +23.4% | +28.0% | +46.3% |
| 5Y | -51.1% | -33.3% | -17.8% | -46.5% |
| All | -51.1% | -33.8% | -17.3% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling