+59.1%
DIA vs DOCS
-53.5%
+112.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -1.9% | +0.3% |
| 7D | -1.6% | -4.2% | +2.6% | -1.3% |
| 30D | +1.3% | +8.6% | -7.4% | +0.7% |
| 3M | -2.1% | +27.2% | -29.3% | -3.8% |
| 6M | +6.2% | +26.5% | -20.3% | +3.6% |
| YTD | +10.3% | -25.0% | +35.3% | +11.8% |
| 1Y | +11.0% | -37.0% | +48.0% | +13.9% |
| 3Y | +60.4% | +39.4% | +21.0% | +50.2% |
| 5Y | +59.1% | -56.7% | +115.8% | +54.5% |
| All | +59.1% | -53.5% | +112.6% | +54.5% |
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