-52.9%
DOCS vs DGX
+90.8%
-143.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.6% | +1.6% | +1.0% | +2.1% |
| 30D | +11.4% | +11.2% | +0.2% | +8.1% |
| 3M | +25.4% | +10.4% | +15.0% | +21.8% |
| 6M | +42.5% | +37.1% | +5.5% | +29.9% |
| YTD | -24.7% | +52.1% | -76.8% | -34.0% |
| 1Y | -32.9% | +40.7% | -73.7% | -39.7% |
| 3Y | +39.6% | +107.6% | -68.0% | +6.5% |
| All | -52.9% | +90.8% | -143.7% | -68.0% |
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