+84.8%
DE vs DOCS
+47.6%
+37.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.3% |
| 7D | -0.6% | -0.8% | +0.2% | -0.6% |
| 30D | +2.3% | +17.4% | -15.2% | +2.0% |
| 3M | +9.5% | +57.4% | -47.9% | +8.6% |
| 6M | +14.1% | +26.5% | -12.5% | +13.5% |
| YTD | +45.4% | -26.6% | +72.0% | +47.0% |
| 1Y | +42.9% | -48.1% | +90.9% | +46.4% |
| 3Y | +84.8% | +52.6% | +32.2% | +77.4% |
| All | +84.8% | +47.6% | +37.3% | +77.4% |
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