-48.1%
DOCS vs D
+22.0%
-70.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | -1.3% | +6.9% | -8.3% | +0.1% |
| 30D | +19.4% | +12.3% | +7.1% | +22.6% |
| 3M | +53.4% | +3.0% | +50.4% | +53.6% |
| 6M | +28.8% | +12.8% | +16.0% | +32.6% |
| YTD | -25.1% | +22.6% | -47.6% | -17.2% |
| 1Y | -48.1% | +21.7% | -69.8% | -42.8% |
| All | -48.1% | +22.0% | -70.2% | -42.8% |
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