+5.2%
COST vs DOCS
+33.3%
-28.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +1.8% |
| 7D | +7.1% | -1.3% | +8.5% | +7.1% |
| 30D | +14.1% | +19.4% | -5.3% | +14.1% |
| 3M | +13.3% | +53.4% | -40.1% | +13.6% |
| 6M | +5.2% | +28.8% | -23.6% | +4.5% |
| All | +5.2% | +33.3% | -28.1% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling