-37.4%
DOCS vs ALK
-39.7%
+2.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.0% | -3.2% |
| 7D | -1.3% | +7.1% | -8.4% | -3.6% |
| 30D | +19.4% | -3.0% | +22.4% | +20.3% |
| 3M | +53.4% | -25.6% | +79.0% | +68.4% |
| 6M | +28.8% | +0.5% | +28.3% | +25.5% |
| YTD | -25.1% | -23.1% | -2.0% | -21.8% |
| 1Y | -48.1% | -7.5% | -40.6% | -50.3% |
| 3Y | +51.4% | +15.3% | +36.1% | +16.9% |
| 5Y | -51.1% | -34.8% | -16.3% | -49.1% |
| All | -37.4% | -39.7% | +2.3% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling