-50.3%
DOCS vs ALL
+129.7%
-180.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.4% | -2.4% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +21.8% | -1.5% | +23.3% | +21.8% |
| 3M | +27.3% | +23.6% | +3.7% | +18.4% |
| 6M | -0.3% | +22.3% | -22.7% | -7.2% |
| YTD | -40.5% | +26.5% | -67.0% | -45.2% |
| 1Y | -61.5% | +27.0% | -88.6% | -64.6% |
| 3Y | +8.2% | +149.6% | -141.4% | -21.2% |
| 5Y | -73.4% | +118.1% | -191.5% | -78.3% |
| All | -50.3% | +129.7% | -180.0% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling