-34.6%
DOCS vs COMP
-28.3%
-6.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.7% | -1.4% | +4.1% |
| 7D | +1.2% | +9.5% | -8.3% | -1.4% |
| 30D | +21.3% | +8.1% | +13.2% | +18.3% |
| 3M | +58.4% | -16.3% | +74.7% | +65.7% |
| 6M | +39.3% | +42.2% | -2.9% | +22.3% |
| YTD | -21.7% | -5.0% | -16.7% | -23.8% |
| 1Y | -47.3% | +20.1% | -67.4% | -52.5% |
| 3Y | +58.2% | +358.4% | -300.3% | -22.3% |
| 5Y | -52.3% | -21.9% | -30.4% | -59.7% |
| All | -34.6% | -28.3% | -6.2% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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