+120.4%
C vs DOCS
-53.1%
+173.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.7% | +1.0% |
| 7D | +1.1% | +1.2% | -0.2% | +0.9% |
| 30D | -2.4% | +21.3% | -23.7% | -4.5% |
| 3M | -8.4% | +58.4% | -66.7% | -13.5% |
| 6M | +0.3% | +39.3% | -38.9% | -4.5% |
| YTD | +9.1% | -21.7% | +30.8% | +10.6% |
| 1Y | +26.0% | -47.3% | +73.4% | +33.5% |
| 3Y | +221.2% | +58.2% | +163.0% | +189.3% |
| 5Y | +120.4% | -52.3% | +172.7% | +109.7% |
| All | +120.4% | -53.1% | +173.6% | +109.7% |
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