+201.6%
ARM vs DOCS
+61.7%
+139.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.3% | -11.6% | -6.2% |
| 7D | -18.7% | +1.2% | -19.9% | -18.9% |
| 30D | -36.7% | +21.3% | -58.0% | -38.5% |
| 3M | -31.6% | +58.4% | -90.0% | -36.7% |
| 6M | -5.6% | +39.3% | -44.9% | -11.9% |
| YTD | +75.5% | -21.7% | +97.2% | +83.0% |
| 1Y | +19.3% | -47.3% | +66.7% | +35.9% |
| 3Y | +258.6% | +58.2% | +200.4% | +214.5% |
| All | +201.6% | +61.7% | +139.9% | +158.2% |
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 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