+120.6%
COST vs DOCS
-51.8%
+172.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.0% |
| 7D | +4.1% | -0.8% | +4.8% | +4.1% |
| 30D | +12.0% | +17.4% | -5.4% | +10.5% |
| 3M | +11.2% | +57.4% | -46.2% | +6.5% |
| 6M | +6.1% | +26.5% | -20.4% | +3.1% |
| YTD | +22.9% | -26.6% | +49.5% | +25.1% |
| 1Y | +14.7% | -48.1% | +62.8% | +20.6% |
| 3Y | +92.3% | +52.6% | +39.7% | +72.2% |
| All | +120.6% | -51.8% | +172.5% | +110.4% |
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 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