+58.0%
ADP vs DOCS
-36.0%
+94.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.9% |
| 7D | -3.4% | -1.4% | -2.0% | -3.3% |
| 30D | +2.8% | +21.8% | -19.0% | +1.0% |
| 3M | +20.9% | +27.3% | -6.4% | +18.5% |
| 6M | +29.9% | -0.3% | +30.2% | +28.9% |
| YTD | +9.6% | -40.5% | +50.1% | +12.0% |
| 1Y | -5.3% | -61.5% | +56.3% | -0.9% |
| 3Y | +16.5% | +8.2% | +8.3% | +12.0% |
| 5Y | +49.4% | -73.4% | +122.8% | +45.4% |
| All | +58.0% | -36.0% | +94.0% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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