-98.3%
DFNS vs DOCS
-60.9%
-37.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.5% |
| 7D | -16.0% | -1.4% | -14.6% | -15.5% |
| 30D | -77.7% | +21.8% | -99.5% | -79.9% |
| 3M | -77.2% | +27.3% | -104.5% | -79.3% |
| 6M | -95.2% | -0.3% | -94.8% | -95.5% |
| YTD | -98.0% | -40.5% | -57.5% | -97.8% |
| 1Y | -98.3% | -61.5% | -36.7% | -97.1% |
| All | -98.3% | -60.9% | -37.4% | -97.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling