-37.4%
DOCS vs CAPR
+58.1%
-95.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -4.2% |
| 7D | -1.3% | +29.7% | -31.1% | -1.9% |
| 30D | +19.4% | +11.0% | +8.4% | +19.0% |
| 3M | +53.4% | +118.8% | -65.4% | +49.8% |
| 6M | +28.8% | -73.9% | +102.7% | +30.7% |
| YTD | -25.1% | -70.2% | +45.1% | -24.4% |
| 1Y | -48.1% | +38.3% | -86.4% | -53.1% |
| 3Y | +51.4% | +199.7% | -148.3% | +9.5% |
| 5Y | -51.1% | +130.6% | -181.7% | -69.4% |
| All | -37.4% | +58.1% | -95.5% | -60.5% |
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