+157.6%
B vs DOCS
-73.4%
+231.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -2.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | +9.4% | +21.8% | -12.4% | +8.0% |
| 3M | +5.0% | +27.3% | -22.3% | +3.4% |
| 6M | -3.5% | -0.3% | -3.2% | -4.1% |
| YTD | +4.5% | -40.5% | +44.9% | +6.4% |
| 1Y | +67.8% | -61.5% | +129.3% | +74.4% |
| 3Y | +196.7% | +8.2% | +188.5% | +186.0% |
| All | +157.6% | -73.4% | +231.1% | +136.7% |
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