+39.3%
DOCS vs ADM
-4.3%
+43.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.4% |
| 7D | +1.2% | -8.3% | +9.5% | -0.1% |
| 30D | +21.3% | -14.1% | +35.4% | +18.2% |
| 3M | +58.4% | -10.7% | +69.1% | +58.3% |
| 6M | +39.3% | -5.9% | +45.2% | +30.3% |
| All | +39.3% | -4.3% | +43.6% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 6mo: compounded portfolio wealth divided by compounded ADM 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…
6mo analysis · Full analysis span regression · 6 months rolling