-37.4%
DOCS vs ALM
+289.6%
-327.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.6% | +5.3% | -3.5% |
| 7D | -1.3% | -14.5% | +13.2% | -0.1% |
| 30D | +19.4% | -39.0% | +58.4% | +24.0% |
| 3M | +53.4% | -40.3% | +93.7% | +58.5% |
| 6M | +28.8% | -60.3% | +89.1% | +36.5% |
| YTD | -25.1% | -9.8% | -15.3% | -27.4% |
| 1Y | -48.1% | +30.8% | -78.9% | -51.9% |
| 3Y | +51.4% | +772.4% | -721.1% | +5.6% |
| 5Y | -51.1% | +390.7% | -441.8% | -64.3% |
| All | -37.4% | +289.6% | -327.0% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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