-38.8%
DOCS vs DAR
-20.7%
-18.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.5% | -1.0% |
| 7D | -0.6% | -3.8% | +3.3% | +0.3% |
| 30D | +6.3% | -14.4% | +20.7% | +9.8% |
| 3M | +26.5% | -17.9% | +44.4% | +31.4% |
| 6M | +24.8% | -18.3% | +43.1% | +28.9% |
| YTD | -26.8% | +43.2% | -70.0% | -35.7% |
| 1Y | -38.3% | +57.7% | -96.0% | -47.4% |
| 3Y | +36.0% | +22.7% | +13.3% | +18.7% |
| 5Y | -55.0% | -34.0% | -21.0% | -52.1% |
| All | -38.8% | -20.7% | -18.2% | -36.4% |
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