-38.0%
DOCS vs DD
+77.9%
-115.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.9% | -4.8% | -1.4% |
| 7D | 0.0% | +9.8% | -9.8% | -4.2% |
| 30D | +7.8% | +19.3% | -11.6% | -0.3% |
| 3M | +20.0% | +9.4% | +10.6% | +14.8% |
| 6M | +26.5% | +4.8% | +21.7% | +22.6% |
| YTD | -25.8% | +30.2% | -56.0% | -36.4% |
| 1Y | -39.5% | +32.2% | -71.7% | -48.6% |
| 3Y | +60.3% | +93.1% | -32.8% | +2.4% |
| 5Y | -57.0% | +68.0% | -125.0% | -71.3% |
| All | -38.0% | +77.9% | -115.9% | -56.9% |
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