+39.1%
DOCS vs DGX
+106.0%
-66.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -4.2% | +1.2% | -5.4% | -4.4% |
| 30D | +8.6% | +11.2% | -2.6% | +6.6% |
| 3M | +27.2% | +9.3% | +17.9% | +25.1% |
| 6M | +26.5% | +37.4% | -10.8% | +19.6% |
| YTD | -25.0% | +51.6% | -76.6% | -30.6% |
| 1Y | -37.0% | +39.3% | -76.3% | -40.6% |
| All | +39.1% | +106.0% | -66.9% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling