-50.3%
DOCS vs ALM
+761.0%
-811.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.6% |
| 7D | -1.4% | -2.6% | +1.2% | -1.2% |
| 30D | +21.8% | +32.0% | -10.2% | +18.7% |
| 3M | +27.3% | -15.0% | +42.3% | +27.7% |
| 6M | -0.3% | -10.1% | +9.8% | -1.2% |
| YTD | -40.5% | +99.4% | -139.9% | -45.6% |
| 1Y | -61.5% | +316.4% | -377.9% | -68.0% |
| 3Y | +8.2% | +2,022.0% | -2,013.8% | -30.3% |
| 5Y | -73.4% | +941.2% | -1,014.6% | -81.4% |
| All | -50.3% | +761.0% | -811.2% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling