+69.0%
DOCN vs DOCS
-15.8%
+84.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.3% | -13.5% | -9.2% |
| 7D | -20.0% | +1.2% | -21.3% | -20.4% |
| 30D | -38.8% | +21.3% | -60.1% | -42.5% |
| 3M | -34.8% | +58.4% | -93.2% | -45.8% |
| 6M | -22.8% | +39.3% | -62.1% | -34.7% |
| YTD | +74.6% | -21.7% | +96.3% | +78.6% |
| 1Y | +116.4% | -47.3% | +163.8% | +153.0% |
| 3Y | +239.3% | +58.2% | +181.2% | +126.8% |
| 5Y | -20.2% | -52.3% | +32.1% | -26.0% |
| All | +69.0% | -15.8% | +84.7% | +53.0% |
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