-50.3%
DOCS vs ALK
-34.5%
-15.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.3% |
| 7D | -1.4% | -0.7% | -0.8% | -1.2% |
| 30D | +21.8% | -19.2% | +41.1% | +30.6% |
| 3M | +27.3% | -1.5% | +28.8% | +26.3% |
| 6M | -0.3% | -13.1% | +12.7% | +1.9% |
| YTD | -40.5% | -16.4% | -24.1% | -39.3% |
| 1Y | -61.5% | -33.1% | -28.5% | -57.4% |
| 3Y | +8.2% | +0.6% | +7.5% | -7.5% |
| 5Y | -73.4% | -26.4% | -47.0% | -73.5% |
| All | -50.3% | -34.5% | -15.8% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling