+8.9%
DOCS vs ALM
+2,063.1%
-2,054.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.7% |
| 7D | -1.4% | -2.6% | +1.2% | -1.2% |
| 30D | +21.8% | +32.0% | -10.2% | +19.2% |
| 3M | +27.3% | -15.0% | +42.3% | +27.7% |
| 6M | -0.3% | -10.1% | +9.8% | -0.9% |
| YTD | -40.5% | +99.4% | -139.9% | -44.7% |
| 1Y | -61.5% | +316.4% | -377.9% | -67.1% |
| All | +8.9% | +2,063.1% | -2,054.2% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling