+47.4%
DE vs DOCS
-39.1%
+86.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +3.0% |
| 7D | +3.5% | 0.0% | +3.5% | +3.6% |
| 30D | +11.3% | +7.8% | +3.6% | +11.7% |
| 3M | +11.6% | +20.0% | -8.4% | +12.5% |
| 6M | +20.9% | +26.5% | -5.7% | +21.7% |
| YTD | +49.7% | -25.8% | +75.4% | +47.5% |
| All | +47.4% | -39.1% | +86.5% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling