+110.5%
DE vs DOCS
-21.3%
+131.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.5% |
| 7D | +3.3% | -0.6% | +3.8% | +3.3% |
| 30D | +10.7% | +6.3% | +4.4% | +10.4% |
| 3M | +13.1% | +26.5% | -13.4% | +11.9% |
| 6M | +20.2% | +24.8% | -4.6% | +18.5% |
| YTD | +48.9% | -26.8% | +75.7% | +50.3% |
| 1Y | +46.6% | -38.3% | +84.9% | +49.4% |
| 3Y | +91.4% | +36.0% | +55.3% | +83.0% |
| 5Y | +108.1% | -55.0% | +163.1% | +104.0% |
| All | +110.5% | -21.3% | +131.7% | +103.3% |
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