+62.8%
DOCS vs CAPR
+211.9%
-149.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.3% | -1.9% | +6.2% |
| 7D | +1.2% | +43.2% | -42.0% | +0.7% |
| 30D | +21.3% | +14.7% | +6.7% | +21.0% |
| 3M | +58.4% | +113.9% | -55.5% | +56.3% |
| 6M | +39.3% | -73.4% | +112.7% | +40.7% |
| YTD | -21.7% | -69.1% | +47.4% | -21.2% |
| 1Y | -47.3% | +47.2% | -94.5% | -50.6% |
| All | +62.8% | +211.9% | -149.1% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling