-54.2%
DOCS vs A
+15.4%
-69.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -3.0% |
| 7D | -0.8% | -0.1% | -0.7% | -0.7% |
| 30D | +17.4% | +3.4% | +14.1% | +15.2% |
| 3M | +57.4% | +23.8% | +33.5% | +38.9% |
| 6M | +26.5% | +49.0% | -22.5% | -0.8% |
| YTD | -26.6% | +29.4% | -56.0% | -37.7% |
| 1Y | -48.1% | +19.4% | -67.4% | -53.6% |
| 3Y | +52.6% | +66.2% | -13.6% | -0.5% |
| All | -54.2% | +15.4% | -69.6% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling