+121.2%
B vs DOCS
-15.8%
+137.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.3% | +2.0% | +7.9% |
| 7D | +1.1% | +1.2% | -0.1% | +1.1% |
| 30D | +0.3% | +21.3% | -21.0% | -0.7% |
| 3M | +5.4% | +58.4% | -53.0% | +2.5% |
| 6M | +5.5% | +39.3% | -33.8% | +3.1% |
| YTD | -6.3% | -21.7% | +15.4% | -6.0% |
| 1Y | +29.4% | -47.3% | +76.7% | +32.2% |
| 3Y | +160.3% | +58.2% | +102.1% | +145.8% |
| 5Y | +144.6% | -52.3% | +196.9% | +135.0% |
| All | +121.2% | -15.8% | +137.0% | +108.4% |
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