-37.4%
DOCS vs A
+20.7%
-58.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -2.5% |
| 7D | -1.3% | -5.2% | +3.8% | +1.8% |
| 30D | +19.4% | +1.4% | +17.9% | +18.4% |
| 3M | +53.4% | +21.9% | +31.5% | +36.3% |
| 6M | +28.8% | +46.7% | -17.9% | +1.4% |
| YTD | -25.1% | +27.2% | -52.3% | -36.0% |
| 1Y | -48.1% | +17.9% | -66.1% | -53.5% |
| 3Y | +51.4% | +61.1% | -9.8% | 0.0% |
| 5Y | -51.1% | +13.8% | -64.9% | -56.2% |
| All | -37.4% | +20.7% | -58.1% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling