-61.5%
DOCS vs BR
-29.1%
-32.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -0.5% |
| 7D | -1.4% | -5.3% | +3.9% | +2.3% |
| 30D | +21.8% | +6.4% | +15.4% | +16.6% |
| 3M | +27.3% | +13.6% | +13.7% | +15.7% |
| 6M | -0.3% | -6.7% | +6.4% | -1.3% |
| YTD | -40.5% | -21.1% | -19.4% | -40.3% |
| 1Y | -61.5% | -29.6% | -32.0% | -59.6% |
| All | -61.5% | -29.1% | -32.5% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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