-51.1%
DOCS vs AR
+75.2%
-126.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -3.8% |
| 7D | -1.3% | -11.7% | +10.4% | +0.6% |
| 30D | +19.4% | +1.8% | +17.5% | +18.7% |
| 3M | +53.4% | +6.0% | +47.4% | +50.8% |
| 6M | +28.8% | -7.0% | +35.8% | +29.3% |
| YTD | -25.1% | +5.6% | -30.6% | -27.0% |
| 1Y | -48.1% | +10.8% | -59.0% | -50.1% |
| 3Y | +51.4% | +19.3% | +32.1% | +41.3% |
| 5Y | -51.1% | +73.3% | -124.4% | -55.4% |
| All | -51.1% | +75.2% | -126.3% | -55.4% |
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