+97.5%
DAL vs DOCS
-19.4%
+116.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | -0.1% | -3.8% |
| 7D | +4.6% | -1.3% | +5.9% | +4.8% |
| 30D | +2.3% | +19.4% | -17.1% | 0.0% |
| 3M | -8.1% | +53.4% | -61.5% | -13.8% |
| 6M | +21.4% | +28.8% | -7.3% | +15.7% |
| YTD | +24.3% | -25.1% | +49.4% | +27.0% |
| 1Y | +47.4% | -48.1% | +95.5% | +58.1% |
| 3Y | +164.6% | +51.4% | +113.2% | +138.3% |
| 5Y | +100.2% | -51.1% | +151.3% | +94.8% |
| All | +97.5% | -19.4% | +116.9% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling