+95.3%
DOCU vs DGX
+198.4%
-103.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -5.5% | +1.5% | -7.1% | -6.1% |
| 30D | +12.6% | +12.6% | +0.1% | +7.9% |
| 3M | +36.4% | +7.6% | +28.8% | +32.7% |
| 6M | +66.8% | +36.2% | +30.6% | +48.1% |
| YTD | +13.5% | +49.8% | -36.3% | -4.0% |
| 1Y | +11.3% | +47.3% | -36.0% | -5.3% |
| 3Y | +92.1% | +102.1% | -10.0% | +39.3% |
| 5Y | -71.0% | +100.3% | -171.3% | -79.1% |
| All | +95.3% | +198.4% | -103.0% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling