-50.3%
DOCS vs CAPR
+72.8%
-123.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.8% |
| 7D | -1.4% | -2.0% | +0.6% | -1.4% |
| 30D | +21.8% | +139.2% | -117.4% | +18.9% |
| 3M | +27.3% | -66.4% | +93.7% | +28.6% |
| 6M | -0.3% | -63.1% | +62.8% | +0.3% |
| YTD | -40.5% | -67.4% | +26.9% | -40.0% |
| 1Y | -61.5% | +58.2% | -119.8% | -65.6% |
| 3Y | +8.2% | +42.2% | -34.0% | -13.9% |
| 5Y | -73.4% | +87.3% | -160.7% | -81.9% |
| All | -50.3% | +72.8% | -123.1% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling