+72.2%
DOCU vs DGX
+175.7%
-103.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +4.0% |
| 7D | +6.9% | -2.3% | +9.2% | +7.8% |
| 30D | +19.0% | +0.6% | +18.4% | +18.7% |
| 3M | +34.3% | +21.4% | +12.9% | +24.6% |
| 6M | +48.0% | +14.7% | +33.3% | +39.9% |
| YTD | 0.0% | +38.4% | -38.4% | -12.9% |
| 1Y | -10.3% | +34.0% | -44.2% | -21.0% |
| 3Y | +32.4% | +92.7% | -60.3% | -2.7% |
| 5Y | -77.9% | +67.7% | -145.6% | -83.0% |
| All | +72.2% | +175.7% | -103.6% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling