-3.6%
COST vs DOCS
-60.9%
+57.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -1.1% |
| 7D | -3.1% | -1.4% | -1.7% | -3.2% |
| 30D | -2.8% | +21.8% | -24.6% | -2.3% |
| 3M | -5.7% | +27.3% | -33.0% | -5.1% |
| 6M | -8.8% | -0.3% | -8.4% | -8.7% |
| YTD | +6.7% | -40.5% | +47.2% | +6.8% |
| 1Y | -3.6% | -61.5% | +57.9% | -1.6% |
| All | -3.6% | -60.9% | +57.2% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling