-37.4%
DOCS vs DAR
-22.0%
-15.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -3.6% |
| 7D | -1.3% | -8.1% | +6.7% | +0.5% |
| 30D | +19.4% | -17.1% | +36.5% | +24.2% |
| 3M | +53.4% | -12.3% | +65.7% | +56.2% |
| 6M | +28.8% | -21.8% | +50.6% | +34.5% |
| YTD | -25.1% | +40.8% | -65.9% | -34.0% |
| 1Y | -48.1% | +57.4% | -105.5% | -55.9% |
| 3Y | +51.4% | +12.1% | +39.3% | +36.5% |
| 5Y | -51.1% | -40.2% | -10.9% | -45.9% |
| All | -37.4% | -22.0% | -15.4% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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