-99.7%
DFNS vs DOCS
-49.1%
-50.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.0% | -10.2% | -11.7% |
| 7D | -44.0% | -0.8% | -43.2% | -43.9% |
| 30D | -69.1% | +17.4% | -86.5% | -70.4% |
| 3M | -95.6% | +57.4% | -153.0% | -96.4% |
| 6M | -96.2% | +26.5% | -122.7% | -96.6% |
| YTD | -99.6% | -26.6% | -73.0% | -99.7% |
| 1Y | -99.7% | -48.1% | -51.7% | -99.7% |
| All | -99.7% | -49.1% | -50.6% | -99.7% |
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