-38.7%
DOCS vs DD
+68.1%
-106.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.5% |
| 7D | -0.8% | +4.6% | -5.4% | -2.9% |
| 30D | +17.4% | +11.8% | +5.6% | +11.7% |
| 3M | +57.4% | +2.2% | +55.2% | +55.0% |
| 6M | +26.5% | -1.6% | +28.2% | +26.0% |
| YTD | -26.6% | +23.0% | -49.6% | -35.5% |
| 1Y | -48.1% | +26.9% | -75.0% | -55.2% |
| 3Y | +52.6% | +77.9% | -25.3% | +1.6% |
| 5Y | -52.1% | +59.9% | -112.0% | -67.3% |
| All | -38.7% | +68.1% | -106.7% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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