-11.2%
DOCS vs AS
+114.1%
-125.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.8% | -4.5% | -6.8% |
| 7D | -7.3% | -2.6% | -4.7% | -6.9% |
| 30D | -10.9% | -22.1% | +11.2% | -6.9% |
| 3M | +20.3% | -15.3% | +35.6% | +23.9% |
| 6M | -3.6% | -15.6% | +11.9% | -1.2% |
| YTD | -44.9% | -23.2% | -21.7% | -42.6% |
| 1Y | -64.9% | -21.7% | -43.2% | -63.7% |
| All | -11.2% | +114.1% | -125.3% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling