-38.8%
DOCS vs DGX
+122.1%
-160.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.6% | +4.6% | -5.2% | -1.9% |
| 30D | +6.3% | +11.9% | -5.6% | +2.8% |
| 3M | +26.5% | +9.2% | +17.3% | +23.0% |
| 6M | +24.8% | +39.0% | -14.2% | +12.6% |
| YTD | -26.8% | +51.4% | -78.2% | -36.3% |
| 1Y | -38.3% | +42.6% | -80.9% | -45.1% |
| 3Y | +36.0% | +105.9% | -69.9% | +2.2% |
| 5Y | -55.0% | +96.6% | -151.6% | -68.8% |
| All | -38.8% | +122.1% | -160.9% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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