+62.8%
DOCS vs ALB
-20.4%
+83.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.3% | +1.0% | +5.6% |
| 7D | +1.2% | -2.1% | +3.3% | +1.5% |
| 30D | +21.3% | -9.0% | +30.3% | +22.8% |
| 3M | +58.4% | -21.1% | +79.5% | +63.1% |
| 6M | +39.3% | -49.9% | +89.2% | +52.2% |
| YTD | -21.7% | -32.3% | +10.6% | -19.1% |
| 1Y | -47.3% | +8.6% | -55.9% | -50.0% |
| All | +62.8% | -20.4% | +83.2% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling