-38.7%
DOCS vs DGX
+119.6%
-158.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.1% |
| 7D | -0.8% | +1.5% | -2.3% | -1.2% |
| 30D | +17.4% | +12.6% | +4.8% | +13.3% |
| 3M | +57.4% | +7.6% | +49.8% | +53.8% |
| 6M | +26.5% | +36.2% | -9.7% | +14.8% |
| YTD | -26.6% | +49.8% | -76.4% | -35.9% |
| 1Y | -48.1% | +47.3% | -95.3% | -54.4% |
| 3Y | +52.6% | +102.1% | -49.4% | +15.5% |
| 5Y | -52.1% | +100.3% | -152.4% | -67.3% |
| All | -38.7% | +119.6% | -158.3% | -57.2% |
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