+65.7%
DIA vs DOCS
-73.4%
+139.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.3% |
| 7D | -0.2% | -1.4% | +1.2% | -0.1% |
| 30D | -1.5% | +21.8% | -23.3% | -3.2% |
| 3M | +3.8% | +27.3% | -23.5% | +1.6% |
| 6M | +10.3% | -0.3% | +10.6% | +9.4% |
| YTD | +12.1% | -40.5% | +52.6% | +15.3% |
| 1Y | +18.6% | -61.5% | +80.2% | +25.8% |
| 3Y | +60.6% | +8.2% | +52.5% | +53.8% |
| All | +65.7% | -73.4% | +139.1% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling