-55.0%
DOCS vs AA
-10.5%
-44.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.4% |
| 7D | -0.6% | +1.2% | -1.8% | -0.9% |
| 30D | +6.3% | -5.0% | +11.3% | +7.4% |
| 3M | +26.5% | -22.2% | +48.7% | +33.2% |
| 6M | +24.8% | -36.3% | +61.1% | +36.0% |
| YTD | -26.8% | -24.2% | -2.6% | -25.0% |
| 1Y | -38.3% | +3.9% | -42.2% | -42.0% |
| 3Y | +36.0% | +67.6% | -31.5% | +4.1% |
| 5Y | -55.0% | -8.8% | -46.1% | -64.4% |
| All | -55.0% | -10.5% | -44.5% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling