-73.2%
DOCS vs DGX
+67.7%
-140.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.8% | -2.5% |
| 7D | -1.4% | -2.3% | +0.9% | -0.7% |
| 30D | +21.8% | +0.6% | +21.3% | +21.5% |
| 3M | +27.3% | +21.4% | +5.9% | +19.3% |
| 6M | -0.3% | +14.7% | -15.1% | -4.9% |
| YTD | -40.5% | +38.4% | -78.9% | -47.0% |
| 1Y | -61.5% | +34.0% | -95.5% | -65.4% |
| 3Y | +8.2% | +92.7% | -84.5% | -18.4% |
| All | -73.2% | +67.7% | -140.9% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling