-34.9%
DOCS vs DGX
+40.2%
-75.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +0.1% | +1.9% | -1.9% | -0.4% |
| 30D | +8.7% | +12.7% | -4.0% | +6.3% |
| 3M | +32.9% | +9.6% | +23.2% | +30.2% |
| 6M | +25.5% | +37.6% | -12.1% | +18.4% |
| YTD | -25.0% | +52.1% | -77.2% | -31.7% |
| 1Y | -34.9% | +41.3% | -76.1% | -35.5% |
| All | -34.9% | +40.2% | -75.0% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling