-37.4%
DOCS vs D
+17.9%
-55.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | -1.3% | +6.9% | -8.3% | -2.4% |
| 30D | +19.4% | +12.3% | +7.1% | +17.2% |
| 3M | +53.4% | +3.0% | +50.4% | +52.7% |
| 6M | +28.8% | +12.8% | +16.0% | +26.0% |
| YTD | -25.1% | +22.6% | -47.6% | -28.0% |
| 1Y | -48.1% | +21.7% | -69.8% | -50.2% |
| 3Y | +51.4% | +83.9% | -32.6% | +31.6% |
| 5Y | -51.1% | +14.0% | -65.1% | -53.9% |
| All | -37.4% | +17.9% | -55.3% | -41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling