+36.5%
DOCS vs AAOX
-91.5%
+127.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +31.3% | -28.9% | +2.6% |
| 7D | -4.2% | -20.1% | +16.0% | -4.3% |
| 30D | +8.6% | -75.5% | +84.1% | +7.4% |
| 3M | +27.2% | -89.0% | +116.2% | +25.4% |
| 6M | +26.5% | -96.7% | +123.2% | +26.3% |
| All | +36.5% | -91.5% | +127.9% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 1y: compounded portfolio wealth divided by compounded AAOX 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…
1y analysis · Full analysis span regression · 6 months rolling