-73.2%
DOCS vs AA
+10.5%
-83.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.3% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | +21.8% | +5.0% | +16.8% | +20.5% |
| 3M | +27.3% | -35.8% | +63.1% | +38.4% |
| 6M | -0.3% | -18.4% | +18.1% | +1.8% |
| YTD | -40.5% | -5.5% | -35.0% | -41.7% |
| 1Y | -61.5% | +61.0% | -122.5% | -67.1% |
| 3Y | +8.2% | +66.2% | -58.0% | -13.6% |
| All | -73.2% | +10.5% | -83.6% | -76.0% |
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