+162.2%
ARM vs DOCS
+54.8%
+107.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.3% | -8.8% | -12.5% |
| 7D | -27.1% | -1.3% | -25.8% | -26.9% |
| 30D | -44.9% | +19.4% | -64.3% | -46.3% |
| 3M | -39.3% | +53.4% | -92.7% | -43.5% |
| 6M | -20.2% | +28.8% | -48.9% | -24.4% |
| YTD | +52.5% | -25.1% | +77.6% | +60.2% |
| 1Y | +4.1% | -48.1% | +52.2% | +18.6% |
| 3Y | +211.7% | +51.4% | +160.3% | +175.3% |
| All | +162.2% | +54.8% | +107.4% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling