-52.3%
DOCS vs ACWI
+62.2%
-114.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.7% | +3.9% |
| 7D | +1.2% | -0.5% | +1.7% | +2.0% |
| 30D | +21.3% | -1.6% | +22.9% | +24.4% |
| 3M | +58.4% | -1.3% | +59.7% | +62.0% |
| 6M | +39.3% | +5.8% | +33.4% | +26.3% |
| YTD | -21.7% | +12.7% | -34.4% | -36.7% |
| 1Y | -47.3% | +15.0% | -62.3% | -58.9% |
| 3Y | +58.2% | +77.5% | -19.4% | -42.2% |
| 5Y | -52.3% | +61.9% | -114.1% | -76.7% |
| All | -52.3% | +62.2% | -114.4% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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