+39.3%
DOCS vs ALM
-58.2%
+97.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.2% | +6.3% |
| 7D | +1.2% | -6.4% | +7.6% | +1.5% |
| 30D | +21.3% | -35.0% | +56.3% | +23.3% |
| 3M | +58.4% | -33.8% | +92.2% | +58.2% |
| 6M | +39.3% | -55.0% | +94.3% | +41.8% |
| All | +39.3% | -58.2% | +97.5% | +41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling