-73.2%
DOCS vs BR
+11.2%
-84.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.5% |
| 3M | +27.3% | +13.6% | +13.7% | +15.9% |
| 6M | -0.3% | -6.7% | +6.4% | +3.3% |
| YTD | -40.5% | -21.1% | -19.4% | -31.0% |
| 1Y | -61.5% | -29.6% | -32.0% | -52.1% |
| 3Y | +8.2% | -2.4% | +10.5% | +4.7% |
| All | -73.2% | +11.2% | -84.3% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling