-48.1%
DOCS vs ALB
+6.8%
-54.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.0% |
| 7D | -0.8% | +9.1% | -9.8% | -0.8% |
| 30D | +17.4% | -3.4% | +20.8% | +17.2% |
| 3M | +57.4% | -20.6% | +78.0% | +56.9% |
| 6M | +26.5% | -48.2% | +74.7% | +25.7% |
| YTD | -26.6% | -29.2% | +2.7% | -21.5% |
| 1Y | -48.1% | +10.0% | -58.1% | -35.4% |
| All | -48.1% | +6.8% | -54.8% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling