-34.9%
DOCS vs BG
+6.6%
-41.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.1% | +1.5% | -1.4% | +0.4% |
| 30D | +8.7% | -7.0% | +15.7% | +6.8% |
| 3M | +32.9% | -10.0% | +42.8% | +29.6% |
| 6M | +25.5% | -19.8% | +45.3% | +21.7% |
| YTD | -25.0% | +14.3% | -39.3% | -24.9% |
| 1Y | -34.9% | +6.5% | -41.3% | -31.5% |
| All | -34.9% | +6.6% | -41.5% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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