-52.3%
DOCS vs ALK
-28.8%
-23.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.8% | -2.4% | +3.5% |
| 7D | +1.2% | +12.4% | -11.2% | -2.7% |
| 30D | +21.3% | +2.1% | +19.2% | +20.1% |
| 3M | +58.4% | -23.9% | +82.3% | +72.2% |
| 6M | +39.3% | +8.2% | +31.1% | +32.4% |
| YTD | -21.7% | -20.5% | -1.2% | -19.2% |
| 1Y | -47.3% | -1.0% | -46.3% | -50.8% |
| 3Y | +58.2% | +19.2% | +39.0% | +20.5% |
| 5Y | -52.3% | -28.2% | -24.1% | -51.8% |
| All | -52.3% | -28.8% | -23.5% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling