-48.1%
DOCS vs ALC
+2.0%
-50.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.1% |
| 7D | -0.8% | +4.9% | -5.6% | -2.6% |
| 30D | +17.4% | +19.0% | -1.5% | +9.6% |
| 3M | +57.4% | +7.8% | +49.6% | +52.5% |
| 6M | +26.5% | +14.6% | +12.0% | +21.0% |
| YTD | -26.6% | -4.4% | -22.1% | -27.9% |
| 1Y | -48.1% | +1.4% | -49.4% | -50.4% |
| All | -48.1% | +2.0% | -50.1% | -50.4% |
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