-37.4%
DOCS vs COMP
-34.2%
-3.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.2% | +3.9% | -1.9% |
| 7D | -1.3% | -1.8% | +0.5% | -0.8% |
| 30D | +19.4% | -0.8% | +20.1% | +19.3% |
| 3M | +53.4% | -28.1% | +81.5% | +67.9% |
| 6M | +28.8% | +27.0% | +1.8% | +16.8% |
| YTD | -25.1% | -12.8% | -12.3% | -25.3% |
| 1Y | -48.1% | +4.9% | -53.0% | -51.3% |
| 3Y | +51.4% | +321.0% | -269.6% | -23.8% |
| 5Y | -51.1% | -25.6% | -25.5% | -58.2% |
| All | -37.4% | -34.2% | -3.2% | -44.1% |
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