+64.1%
DIA vs DOCS
-21.0%
+85.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.3% |
| 7D | -0.9% | -0.8% | -0.2% | -0.9% |
| 30D | +0.3% | +17.4% | -17.2% | -0.7% |
| 3M | -4.5% | +57.4% | -61.9% | -7.5% |
| 6M | +3.4% | +26.5% | -23.2% | +1.1% |
| YTD | +7.8% | -26.6% | +34.4% | +9.0% |
| 1Y | +10.7% | -48.1% | +58.8% | +14.5% |
| 3Y | +57.5% | +52.6% | +4.9% | +48.7% |
| 5Y | +53.7% | -52.1% | +105.8% | +49.8% |
| All | +64.1% | -21.0% | +85.1% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling