+111.8%
DE vs DOCS
-36.0%
+147.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | 0.0% |
| 7D | +10.0% | -1.4% | +11.4% | +10.1% |
| 30D | +13.3% | +21.8% | -8.5% | +12.1% |
| 3M | +17.5% | +27.3% | -9.8% | +16.0% |
| 6M | +13.6% | -0.3% | +13.9% | +13.1% |
| YTD | +49.8% | -40.5% | +90.3% | +52.7% |
| 1Y | +47.9% | -61.5% | +109.4% | +54.2% |
| 3Y | +72.5% | +8.2% | +64.4% | +66.5% |
| 5Y | +90.2% | -73.4% | +163.7% | +90.5% |
| All | +111.8% | -36.0% | +147.8% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling