-28.0%
DIS vs DOCS
-53.1%
+25.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.2% | +3.4% |
| 7D | +9.1% | +1.2% | +7.9% | +8.9% |
| 30D | +14.8% | +21.3% | -6.5% | +12.1% |
| 3M | +21.2% | +58.4% | -37.2% | +13.6% |
| 6M | +18.3% | +39.3% | -21.0% | +11.9% |
| YTD | +5.4% | -21.7% | +27.1% | +6.9% |
| 1Y | +8.3% | -47.3% | +55.6% | +15.7% |
| 3Y | +44.2% | +58.2% | -14.0% | +22.7% |
| 5Y | -28.0% | -52.3% | +24.3% | -34.5% |
| All | -28.0% | -53.1% | +25.2% | -34.5% |
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