-32.1%
DIS vs DOCS
-19.4%
-12.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.0% |
| 7D | +5.7% | -1.3% | +7.0% | +5.8% |
| 30D | +12.7% | +19.4% | -6.7% | +10.5% |
| 3M | +15.2% | +53.4% | -38.2% | +9.2% |
| 6M | +17.6% | +28.8% | -11.2% | +12.9% |
| YTD | +3.8% | -25.1% | +28.9% | +5.5% |
| 1Y | +6.8% | -48.1% | +54.9% | +13.1% |
| 3Y | +42.1% | +51.4% | -9.3% | +25.8% |
| 5Y | -31.2% | -51.1% | +19.9% | -35.0% |
| All | -32.1% | -19.4% | -12.6% | -35.8% |
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