+28.8%
DOCS vs BR
+28.1%
+0.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -6.3% |
| 7D | -1.3% | +8.9% | -10.2% | -8.2% |
| 30D | +19.4% | +22.2% | -2.8% | +0.3% |
| 3M | +53.4% | +19.4% | +34.0% | +31.0% |
| 6M | +28.8% | +29.1% | -0.4% | +2.6% |
| All | +28.8% | +28.1% | +0.7% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling