+67.6%
DIA vs DOCS
-19.0%
+86.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +2.1% | +2.6% | -0.4% | +2.0% |
| 30D | +1.5% | +11.4% | -9.9% | +0.8% |
| 3M | -2.4% | +25.4% | -27.8% | -3.9% |
| 6M | +6.0% | +42.5% | -36.6% | +3.0% |
| YTD | +10.1% | -24.7% | +34.8% | +11.2% |
| 1Y | +11.8% | -32.9% | +44.8% | +13.7% |
| 3Y | +59.7% | +39.6% | +20.1% | +51.8% |
| 5Y | +57.9% | -54.6% | +112.5% | +53.8% |
| All | +67.6% | -19.0% | +86.6% | +62.9% |
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