-20.4%
DOCU vs DGX
+30.6%
-51.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.9% |
| 7D | +0.7% | -0.3% | +1.0% | +0.6% |
| 30D | +8.0% | -1.2% | +9.2% | +7.8% |
| 3M | +41.0% | +19.9% | +21.1% | +45.0% |
| 6M | +33.7% | +19.2% | +14.4% | +37.7% |
| YTD | -4.9% | +37.5% | -42.3% | -1.2% |
| 1Y | -20.4% | +31.3% | -51.7% | -17.3% |
| All | -20.4% | +30.6% | -51.0% | -17.3% |
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