+13.7%
DOCU vs DGX
+45.0%
-31.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.3% |
| 7D | -3.7% | +4.1% | -7.8% | -3.5% |
| 30D | +15.0% | +10.5% | +4.4% | +15.5% |
| 3M | +39.9% | +9.8% | +30.1% | +40.7% |
| 6M | +66.2% | +34.6% | +31.6% | +74.8% |
| YTD | +17.7% | +49.8% | -32.1% | +26.0% |
| 1Y | +13.7% | +46.0% | -32.3% | +22.3% |
| All | +13.7% | +45.0% | -31.3% | +22.3% |
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