+99.1%
DE vs DOCS
-52.4%
+151.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +0.3% | +2.6% | -2.3% | +0.2% |
| 30D | +3.6% | +11.4% | -7.9% | +3.1% |
| 3M | +10.2% | +25.4% | -15.1% | +9.2% |
| 6M | +16.6% | +42.5% | -26.0% | +14.4% |
| YTD | +45.8% | -24.7% | +70.5% | +47.2% |
| 1Y | +43.9% | -32.9% | +76.8% | +46.2% |
| 3Y | +89.6% | +39.6% | +50.0% | +80.8% |
| All | +99.1% | -52.4% | +151.5% | +91.6% |
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