-37.3%
DOCS vs ALL
+132.0%
-169.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | -4.2% | -2.6% | -1.6% | -3.5% |
| 30D | +8.6% | +12.7% | -4.1% | +5.1% |
| 3M | +27.2% | +0.4% | +26.8% | +27.0% |
| 6M | +26.5% | +23.8% | +2.7% | +17.4% |
| YTD | -25.0% | +27.8% | -52.8% | -31.1% |
| 1Y | -37.0% | +28.9% | -65.9% | -42.2% |
| 3Y | +39.4% | +113.9% | -74.5% | +7.2% |
| 5Y | -56.7% | +157.4% | -214.1% | -68.6% |
| All | -37.3% | +132.0% | -169.4% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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