-48.1%
DOCS vs AR
+10.8%
-58.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -4.5% |
| 7D | -1.3% | -11.7% | +10.4% | -2.4% |
| 30D | +19.4% | +1.8% | +17.5% | +19.4% |
| 3M | +53.4% | +6.0% | +47.4% | +53.5% |
| 6M | +28.8% | -7.0% | +35.8% | +29.3% |
| YTD | -25.1% | +5.6% | -30.6% | -25.2% |
| 1Y | -48.1% | +10.8% | -59.0% | -48.8% |
| All | -48.1% | +10.8% | -58.9% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling