+94.5%
COST vs DOCS
+50.6%
+43.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +2.0% |
| 7D | +7.1% | -1.3% | +8.5% | +7.2% |
| 30D | +14.1% | +19.4% | -5.3% | +13.2% |
| 3M | +13.3% | +53.4% | -40.1% | +11.0% |
| 6M | +5.2% | +28.8% | -23.6% | +3.6% |
| YTD | +24.3% | -25.1% | +49.4% | +26.3% |
| 1Y | +14.6% | -48.1% | +62.8% | +19.4% |
| All | +94.5% | +50.6% | +43.9% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling