-48.1%
DOCS vs DAR
+54.9%
-103.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -2.3% |
| 7D | -0.8% | -9.9% | +9.2% | -3.3% |
| 30D | +17.4% | -16.4% | +33.8% | +12.3% |
| 3M | +57.4% | -17.1% | +74.4% | +50.8% |
| 6M | +26.5% | -20.5% | +47.0% | +21.1% |
| YTD | -26.6% | +39.4% | -66.0% | -29.7% |
| 1Y | -48.1% | +57.2% | -105.3% | -53.1% |
| All | -48.1% | +54.9% | -103.0% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling