+109.4%
C vs DOCS
-54.0%
+163.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.3% | -0.7% | -4.6% |
| 7D | -5.3% | -1.3% | -4.0% | -5.2% |
| 30D | -7.3% | +19.4% | -26.7% | -9.1% |
| 3M | -13.5% | +53.4% | -66.9% | -18.0% |
| 6M | -6.5% | +28.8% | -35.2% | -10.2% |
| YTD | +3.6% | -25.1% | +28.7% | +5.5% |
| 1Y | +18.9% | -48.1% | +67.0% | +26.2% |
| 3Y | +205.0% | +51.4% | +153.6% | +175.9% |
| 5Y | +109.4% | -51.1% | +160.5% | +100.0% |
| All | +109.4% | -54.0% | +163.3% | +100.0% |
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