-73.2%
DOCS vs AR
+143.7%
-216.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | -1.4% | +2.5% | -3.9% | -1.8% |
| 30D | +21.8% | +14.8% | +7.0% | +19.0% |
| 3M | +27.3% | +6.2% | +21.1% | +25.7% |
| 6M | -0.3% | +4.3% | -4.6% | -1.6% |
| YTD | -40.5% | +14.4% | -54.9% | -42.3% |
| 1Y | -61.5% | +21.3% | -82.9% | -63.3% |
| 3Y | +8.2% | +39.8% | -31.6% | -0.3% |
| All | -73.2% | +143.7% | -216.9% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling