-51.1%
DOCS vs AA
-12.1%
-39.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +1.0% | -3.1% |
| 7D | -1.3% | -3.7% | +2.3% | -0.4% |
| 30D | +19.4% | -10.8% | +30.2% | +22.4% |
| 3M | +53.4% | -19.1% | +72.5% | +60.4% |
| 6M | +28.8% | -38.7% | +67.5% | +41.6% |
| YTD | -25.1% | -27.1% | +2.1% | -22.5% |
| 1Y | -48.1% | +8.3% | -56.5% | -51.9% |
| 3Y | +51.4% | +49.6% | +1.8% | +19.5% |
| 5Y | -51.1% | -15.5% | -35.6% | -59.6% |
| All | -51.1% | -12.1% | -39.0% | -59.6% |
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