-51.1%
DOCS vs ALL
+155.0%
-206.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.1% |
| 7D | -1.3% | +4.2% | -5.6% | -2.4% |
| 30D | +19.4% | +18.9% | +0.5% | +14.1% |
| 3M | +53.4% | +1.2% | +52.2% | +52.1% |
| 6M | +28.8% | +23.2% | +5.5% | +20.1% |
| YTD | -25.1% | +30.0% | -55.1% | -31.3% |
| 1Y | -48.1% | +39.6% | -87.8% | -53.4% |
| 3Y | +51.4% | +115.2% | -63.9% | +18.1% |
| 5Y | -51.1% | +156.2% | -207.3% | -62.1% |
| All | -51.1% | +155.0% | -206.1% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling