+98.7%
DE vs DOCS
-51.8%
+150.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.3% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | +2.3% | +17.4% | -15.2% | +1.6% |
| 3M | +9.5% | +57.4% | -47.9% | +7.2% |
| 6M | +14.1% | +26.5% | -12.5% | +12.5% |
| YTD | +45.4% | -26.6% | +72.0% | +47.0% |
| 1Y | +42.9% | -48.1% | +90.9% | +47.1% |
| 3Y | +84.8% | +52.6% | +32.2% | +75.1% |
| All | +98.7% | -51.8% | +150.5% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling