-38.7%
DOCS vs CP
+25.6%
-64.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -0.8% | +2.8% | -3.5% | -1.6% |
| 30D | +17.4% | +10.2% | +7.2% | +13.7% |
| 3M | +57.4% | +2.4% | +55.0% | +56.3% |
| 6M | +26.5% | +7.7% | +18.9% | +23.1% |
| YTD | -26.6% | +26.0% | -52.6% | -33.1% |
| 1Y | -48.1% | +34.6% | -82.7% | -54.0% |
| 3Y | +52.6% | +26.7% | +25.9% | +34.4% |
| 5Y | -52.1% | +24.9% | -77.0% | -58.5% |
| All | -38.7% | +25.6% | -64.3% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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