+42.5%
CI vs DOCS
-73.4%
+115.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.3% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | +4.4% | +21.8% | -17.4% | +4.1% |
| 3M | +0.7% | +27.3% | -26.6% | +0.3% |
| 6M | +0.3% | -0.3% | +0.7% | +0.2% |
| YTD | +3.8% | -40.5% | +44.3% | +4.2% |
| 1Y | -5.5% | -61.5% | +56.1% | -4.7% |
| 3Y | +8.1% | +8.2% | -0.1% | +7.3% |
| All | +42.5% | -73.4% | +115.9% | +41.2% |
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