-10.3%
DOCU vs DGX
+33.7%
-43.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.6% |
| 7D | +6.9% | -2.3% | +9.2% | +6.6% |
| 30D | +19.0% | +0.6% | +18.4% | +19.0% |
| 3M | +34.3% | +21.4% | +12.9% | +38.0% |
| 6M | +48.0% | +14.7% | +33.3% | +50.9% |
| YTD | 0.0% | +38.4% | -38.4% | +3.0% |
| 1Y | -10.3% | +34.0% | -44.2% | -8.1% |
| All | -10.3% | +33.7% | -43.9% | -8.1% |
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