-34.6%
DOCS vs CAPR
+64.0%
-98.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.3% | -1.9% | +6.2% |
| 7D | +1.2% | +43.2% | -42.0% | +0.4% |
| 30D | +21.3% | +14.7% | +6.7% | +20.8% |
| 3M | +58.4% | +113.9% | -55.5% | +54.8% |
| 6M | +39.3% | -73.4% | +112.7% | +41.3% |
| YTD | -21.7% | -69.1% | +47.4% | -21.1% |
| 1Y | -47.3% | +47.2% | -94.5% | -52.5% |
| 3Y | +58.2% | +210.8% | -152.6% | +14.3% |
| 5Y | -52.3% | +134.1% | -186.4% | -70.0% |
| All | -34.6% | +64.0% | -98.6% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling