-37.4%
DOCS vs ALB
-37.0%
-0.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.6% | -7.9% | -5.3% |
| 7D | -1.3% | +5.5% | -6.8% | -2.8% |
| 30D | +19.4% | -7.5% | +26.9% | +21.7% |
| 3M | +53.4% | -16.9% | +70.3% | +60.2% |
| 6M | +28.8% | -49.2% | +78.0% | +52.9% |
| YTD | -25.1% | -29.9% | +4.8% | -21.3% |
| 1Y | -48.1% | +8.2% | -56.3% | -53.1% |
| 3Y | +51.4% | -19.4% | +70.8% | +35.3% |
| 5Y | -51.1% | -61.6% | +10.5% | -41.6% |
| All | -37.4% | -37.0% | -0.4% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling