+74.4%
DE vs DOCS
+9.5%
+64.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | -0.1% |
| 7D | +10.0% | -1.4% | +11.4% | +10.1% |
| 30D | +13.3% | +21.8% | -8.5% | +12.7% |
| 3M | +17.5% | +27.3% | -9.8% | +16.7% |
| 6M | +13.6% | -0.3% | +13.9% | +13.5% |
| YTD | +49.8% | -40.5% | +90.3% | +52.4% |
| 1Y | +47.9% | -61.5% | +109.4% | +53.5% |
| All | +74.4% | +9.5% | +64.9% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling