+130.8%
C vs DOCS
-36.0%
+166.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | 0.0% |
| 7D | +3.6% | -1.4% | +5.0% | +3.8% |
| 30D | +0.1% | +21.8% | -21.8% | -2.4% |
| 3M | +2.4% | +27.3% | -24.9% | -0.6% |
| 6M | +24.9% | -0.3% | +25.3% | +23.5% |
| YTD | +19.8% | -40.5% | +60.3% | +24.5% |
| 1Y | +44.9% | -61.5% | +106.4% | +57.1% |
| 3Y | +263.0% | +8.2% | +254.8% | +245.7% |
| 5Y | +129.5% | -73.4% | +203.0% | +130.5% |
| All | +130.8% | -36.0% | +166.8% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling