+105.5%
C vs DOCS
-20.2%
+125.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.3% | +2.3% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -5.4% | +7.8% | -13.2% | -6.1% |
| 3M | -9.2% | +20.0% | -29.1% | -11.0% |
| 6M | -1.8% | +26.5% | -28.3% | -5.1% |
| YTD | +6.7% | -25.8% | +32.5% | +8.4% |
| 1Y | +23.5% | -39.5% | +63.0% | +28.0% |
| 3Y | +219.8% | +60.3% | +159.4% | +192.7% |
| 5Y | +112.4% | -57.0% | +169.5% | +106.8% |
| All | +105.5% | -20.2% | +125.6% | +94.1% |
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 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