+8.9%
DOCS vs D
+56.9%
-48.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.3% | -2.5% |
| 7D | -1.4% | +0.4% | -1.9% | -1.5% |
| 30D | +21.8% | -3.6% | +25.4% | +22.5% |
| 3M | +27.3% | -1.0% | +28.3% | +27.5% |
| 6M | -0.3% | +6.3% | -6.6% | -1.6% |
| YTD | -40.5% | +14.7% | -55.2% | -42.3% |
| 1Y | -61.5% | +16.9% | -78.5% | -63.0% |
| All | +8.9% | +56.9% | -48.0% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling