-51.1%
DOCS vs DAR
-40.1%
-10.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -3.7% |
| 7D | -1.3% | -8.1% | +6.7% | +0.3% |
| 30D | +19.4% | -17.1% | +36.5% | +23.9% |
| 3M | +53.4% | -12.3% | +65.7% | +56.0% |
| 6M | +28.8% | -21.8% | +50.6% | +34.1% |
| YTD | -25.1% | +40.8% | -65.9% | -33.6% |
| 1Y | -48.1% | +57.4% | -105.5% | -55.6% |
| 3Y | +51.4% | +12.1% | +39.3% | +37.2% |
| 5Y | -51.1% | -40.2% | -10.9% | -47.5% |
| All | -51.1% | -40.1% | -10.9% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling