-61.5%
DOCS vs ALC
-10.2%
-51.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -1.9% |
| 7D | -1.4% | -2.1% | +0.7% | -0.6% |
| 30D | +21.8% | -0.1% | +21.9% | +21.8% |
| 3M | +27.3% | +5.9% | +21.4% | +25.4% |
| 6M | -0.3% | -15.9% | +15.6% | +5.7% |
| YTD | -40.5% | -10.1% | -30.4% | -39.2% |
| 1Y | -61.5% | -10.2% | -51.3% | -62.0% |
| All | -61.5% | -10.2% | -51.4% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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