-38.7%
DOCS vs AA
+16.1%
-54.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.6% |
| 7D | -0.8% | +0.9% | -1.7% | -0.9% |
| 30D | +17.4% | -6.7% | +24.1% | +19.1% |
| 3M | +57.4% | -16.3% | +73.7% | +63.0% |
| 6M | +26.5% | -37.1% | +63.7% | +37.8% |
| YTD | -26.6% | -25.0% | -1.6% | -24.6% |
| 1Y | -48.1% | +8.6% | -56.6% | -51.5% |
| 3Y | +52.6% | +57.2% | -4.6% | +21.8% |
| 5Y | -52.1% | -13.0% | -39.1% | -57.5% |
| All | -38.7% | +16.1% | -54.8% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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