-48.1%
DOCS vs ALC
+4.3%
-52.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.9% |
| 7D | -1.3% | +7.6% | -9.0% | -4.3% |
| 30D | +19.4% | +21.1% | -1.7% | +10.5% |
| 3M | +53.4% | +8.5% | +44.9% | +47.9% |
| 6M | +28.8% | +2.8% | +25.9% | +25.4% |
| YTD | -25.1% | -2.4% | -22.7% | -27.1% |
| 1Y | -48.1% | +3.5% | -51.6% | -51.9% |
| All | -48.1% | +4.3% | -52.4% | -51.9% |
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