+49.6%
ADP vs DOCS
+50.6%
-1.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +1.5% |
| 7D | +7.4% | -1.3% | +8.7% | +7.4% |
| 30D | +17.1% | +19.4% | -2.3% | +15.5% |
| 3M | +14.4% | +53.4% | -39.0% | +10.6% |
| 6M | +47.9% | +28.8% | +19.1% | +44.0% |
| YTD | +22.1% | -25.1% | +47.1% | +21.3% |
| 1Y | +21.8% | -48.1% | +69.9% | +22.5% |
| All | +49.6% | +50.6% | -1.0% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling