+84.9%
DAL vs DOCS
-36.0%
+120.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.2% |
| 7D | +0.1% | -1.4% | +1.5% | +0.3% |
| 30D | -13.9% | +21.8% | -35.7% | -16.8% |
| 3M | +1.1% | +27.3% | -26.2% | -2.9% |
| 6M | +26.2% | -0.3% | +26.6% | +24.3% |
| YTD | +16.4% | -40.5% | +56.9% | +22.6% |
| 1Y | +33.9% | -61.5% | +95.4% | +49.4% |
| 3Y | +93.4% | +8.2% | +85.2% | +82.1% |
| 5Y | +106.4% | -73.4% | +179.8% | +109.1% |
| All | +84.9% | -36.0% | +120.9% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling