-52.3%
DOCS vs ALC
-8.3%
-44.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.8% | -0.5% | +1.9% |
| 7D | +1.2% | +10.7% | -9.5% | -5.3% |
| 30D | +21.3% | +20.2% | +1.1% | +7.5% |
| 3M | +58.4% | +8.9% | +49.5% | +49.9% |
| 6M | +39.3% | +5.7% | +33.6% | +32.5% |
| YTD | -21.7% | -1.4% | -20.3% | -22.5% |
| 1Y | -47.3% | +4.7% | -52.0% | -50.2% |
| 3Y | +58.2% | +5.2% | +53.0% | +35.2% |
| 5Y | -52.3% | -8.3% | -44.0% | -52.2% |
| All | -52.3% | -8.3% | -44.0% | -52.2% |
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