+54.3%
DIA vs DOCS
-54.0%
+108.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -3.2% |
| 7D | -1.6% | -1.3% | -0.3% | -1.5% |
| 30D | 0.0% | +19.4% | -19.4% | -1.3% |
| 3M | -4.9% | +53.4% | -58.3% | -8.2% |
| 6M | +5.0% | +28.8% | -23.7% | +2.4% |
| YTD | +8.2% | -25.1% | +33.3% | +9.6% |
| 1Y | +10.3% | -48.1% | +58.4% | +14.8% |
| 3Y | +58.4% | +51.4% | +7.0% | +47.2% |
| 5Y | +54.3% | -51.1% | +105.4% | +49.1% |
| All | +54.3% | -54.0% | +108.3% | +49.1% |
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