-48.1%
DOCS vs BG
+4.9%
-53.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -1.9% |
| 7D | -0.8% | +2.5% | -3.3% | -0.3% |
| 30D | +17.4% | -6.1% | +23.5% | +15.7% |
| 3M | +57.4% | -8.5% | +65.9% | +54.2% |
| 6M | +26.5% | -20.4% | +47.0% | +22.7% |
| YTD | -26.6% | +13.3% | -39.9% | -27.7% |
| 1Y | -48.1% | +7.3% | -55.3% | -46.9% |
| All | -48.1% | +4.9% | -53.0% | -46.9% |
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