-51.1%
DOCS vs ALC
-8.7%
-42.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.7% |
| 7D | -1.3% | +7.6% | -9.0% | -5.9% |
| 30D | +19.4% | +21.1% | -1.7% | +5.3% |
| 3M | +53.4% | +8.5% | +44.9% | +45.6% |
| 6M | +28.8% | +2.8% | +25.9% | +24.8% |
| YTD | -25.1% | -2.4% | -22.7% | -25.3% |
| 1Y | -48.1% | +3.5% | -51.6% | -50.6% |
| 3Y | +51.4% | +4.2% | +47.2% | +30.3% |
| 5Y | -51.1% | -9.0% | -42.1% | -51.3% |
| All | -51.1% | -8.7% | -42.3% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling