-51.1%
DOCS vs DD
+59.7%
-110.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.4% | -2.6% |
| 7D | -1.3% | +3.1% | -4.4% | -2.9% |
| 30D | +19.4% | +8.7% | +10.7% | +14.7% |
| 3M | +53.4% | -1.2% | +54.6% | +53.4% |
| 6M | +28.8% | -1.1% | +29.8% | +27.7% |
| YTD | -25.1% | +21.7% | -46.7% | -34.3% |
| 1Y | -48.1% | +24.0% | -72.2% | -55.1% |
| 3Y | +51.4% | +75.6% | -24.3% | -1.3% |
| 5Y | -51.1% | +58.2% | -109.3% | -66.8% |
| All | -51.1% | +59.7% | -110.8% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling