-61.5%
DOCS vs A
+21.7%
-83.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | -1.4% | -1.9% | +0.5% | -0.6% |
| 30D | +21.8% | +6.9% | +14.9% | +18.5% |
| 3M | +27.3% | +9.2% | +18.1% | +22.8% |
| 6M | -0.3% | +25.7% | -26.0% | -8.9% |
| YTD | -40.5% | +11.5% | -52.0% | -42.7% |
| 1Y | -61.5% | +18.4% | -79.9% | -60.7% |
| All | -61.5% | +21.7% | -83.2% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling