-38.7%
DOCS vs ALB
-36.4%
-2.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -0.8% | +9.1% | -9.8% | -3.1% |
| 30D | +17.4% | -3.4% | +20.8% | +18.3% |
| 3M | +57.4% | -20.6% | +78.0% | +66.5% |
| 6M | +26.5% | -48.2% | +74.7% | +49.5% |
| YTD | -26.6% | -29.2% | +2.7% | -23.0% |
| 1Y | -48.1% | +10.0% | -58.1% | -53.2% |
| 3Y | +52.6% | -12.9% | +65.5% | +31.5% |
| 5Y | -52.1% | -61.3% | +9.2% | -42.9% |
| All | -38.7% | -36.4% | -2.2% | -42.3% |
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