-100.0%
DFNS vs DOCS
+50.6%
-150.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.3% | -15.4% | -19.3% |
| 7D | -37.4% | -1.3% | -36.1% | -37.4% |
| 30D | -65.8% | +19.4% | -85.2% | -66.3% |
| 3M | -95.0% | +53.4% | -148.4% | -95.2% |
| 6M | -95.8% | +28.8% | -124.6% | -96.0% |
| YTD | -99.5% | -25.1% | -74.5% | -99.6% |
| 1Y | -99.7% | -48.1% | -51.6% | -99.8% |
| All | -100.0% | +50.6% | -150.6% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling