-48.1%
DOCS vs A
+20.9%
-69.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -2.9% |
| 7D | -1.3% | -5.2% | +3.8% | +1.1% |
| 30D | +19.4% | +1.4% | +17.9% | +18.7% |
| 3M | +53.4% | +21.9% | +31.5% | +39.2% |
| 6M | +28.8% | +46.7% | -17.9% | +8.0% |
| YTD | -25.1% | +27.2% | -52.3% | -32.0% |
| 1Y | -48.1% | +17.9% | -66.1% | -48.5% |
| All | -48.1% | +20.9% | -69.0% | -48.5% |
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