+20.3%
COST vs DOCS
-33.3%
+53.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +5.0% | +2.6% | +2.4% | +5.1% |
| 30D | +12.8% | +11.4% | +1.4% | +13.1% |
| 3M | +15.2% | +25.4% | -10.2% | +15.8% |
| 6M | +7.4% | +42.5% | -35.1% | +8.4% |
| YTD | +29.0% | -24.7% | +53.7% | +27.6% |
| 1Y | +20.3% | -32.9% | +53.2% | +19.4% |
| All | +20.3% | -33.3% | +53.6% | +19.4% |
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