+8.9%
DOCS vs BR
-2.4%
+11.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -0.7% |
| 7D | -1.4% | -5.3% | +3.9% | +1.9% |
| 30D | +21.8% | +6.4% | +15.4% | +17.1% |
| 3M | +27.3% | +13.6% | +13.7% | +17.1% |
| 6M | -0.3% | -6.7% | +6.4% | +1.8% |
| YTD | -40.5% | -21.1% | -19.4% | -33.8% |
| 1Y | -61.5% | -29.6% | -32.0% | -54.7% |
| All | +8.9% | -2.4% | +11.4% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling