-61.5%
DOCS vs D
+15.7%
-77.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.3% | -3.1% |
| 7D | -1.4% | +0.4% | -1.9% | -1.3% |
| 30D | +21.8% | -3.6% | +25.4% | +20.6% |
| 3M | +27.3% | -1.0% | +28.3% | +27.1% |
| 6M | -0.3% | +6.3% | -6.6% | +1.2% |
| YTD | -40.5% | +14.7% | -55.2% | -36.8% |
| 1Y | -61.5% | +16.9% | -78.5% | -59.4% |
| All | -61.5% | +15.7% | -77.2% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling