-50.3%
DOCS vs ALB
-19.4%
-30.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.7% | -1.6% |
| 7D | -1.4% | -8.1% | +6.6% | +0.8% |
| 30D | +21.8% | +6.3% | +15.6% | +19.7% |
| 3M | +27.3% | -23.6% | +50.9% | +35.7% |
| 6M | -0.3% | -24.6% | +24.3% | +5.7% |
| YTD | -40.5% | -10.3% | -30.2% | -41.2% |
| 1Y | -61.5% | +61.5% | -123.0% | -69.4% |
| 3Y | +8.2% | -34.0% | +42.1% | +13.4% |
| 5Y | -73.4% | -44.6% | -28.8% | -72.8% |
| All | -50.3% | -19.4% | -30.9% | -55.9% |
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