+33.6%
DOCS vs AAOX
-93.0%
+126.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.6% | -14.6% | -1.9% |
| 7D | -0.8% | -52.9% | +52.1% | -1.2% |
| 30D | +17.4% | -86.9% | +104.3% | +15.4% |
| 3M | +57.4% | -89.6% | +147.0% | +54.9% |
| 6M | +26.5% | -97.3% | +123.8% | +26.0% |
| All | +33.6% | -93.0% | +126.5% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling