+119.1%
COST vs DOCS
-54.0%
+173.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +2.2% |
| 7D | +7.1% | -1.3% | +8.5% | +7.2% |
| 30D | +14.1% | +19.4% | -5.3% | +12.4% |
| 3M | +13.3% | +53.4% | -40.1% | +8.8% |
| 6M | +5.2% | +28.8% | -23.6% | +2.0% |
| YTD | +24.3% | -25.1% | +49.4% | +26.3% |
| 1Y | +14.6% | -48.1% | +62.8% | +20.6% |
| 3Y | +97.6% | +51.4% | +46.2% | +77.5% |
| 5Y | +119.1% | -51.1% | +170.2% | +107.0% |
| All | +119.1% | -54.0% | +173.1% | +107.0% |
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