-99.6%
DFNS vs DOCS
-47.4%
-52.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +6.3% | -24.7% | -19.7% |
| 7D | -27.7% | +1.2% | -28.9% | -28.0% |
| 30D | -58.0% | +21.3% | -79.3% | -60.1% |
| 3M | -94.0% | +58.4% | -152.4% | -94.9% |
| 6M | -94.6% | +39.3% | -133.9% | -95.3% |
| YTD | -99.4% | -21.7% | -77.7% | -99.5% |
| 1Y | -99.6% | -47.3% | -52.3% | -99.6% |
| All | -99.6% | -47.4% | -52.2% | -99.6% |
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 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