-73.2%
DOCS vs COMP
-31.2%
-42.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | -1.4% | +1.4% | -2.8% | -1.8% |
| 30D | +21.8% | -13.3% | +35.1% | +26.8% |
| 3M | +27.3% | +41.1% | -13.8% | +14.1% |
| 6M | -0.3% | +17.2% | -17.5% | -7.7% |
| YTD | -40.5% | +5.2% | -45.7% | -43.5% |
| 1Y | -61.5% | +18.9% | -80.5% | -65.3% |
| 3Y | +8.2% | +215.9% | -207.7% | -38.6% |
| All | -73.2% | -31.2% | -42.0% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling