-50.3%
DOCS vs DD
+50.9%
-101.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.1% | -2.9% |
| 7D | -1.4% | -3.5% | +2.1% | +0.1% |
| 30D | +21.8% | -10.3% | +32.1% | +27.4% |
| 3M | +27.3% | -7.5% | +34.8% | +31.0% |
| 6M | -0.3% | -8.0% | +7.7% | +1.8% |
| YTD | -40.5% | +10.5% | -51.0% | -45.1% |
| 1Y | -61.5% | +38.3% | -99.8% | -68.7% |
| 3Y | +8.2% | +42.5% | -34.3% | -18.2% |
| 5Y | -73.4% | +60.2% | -133.6% | -81.1% |
| All | -50.3% | +50.9% | -101.2% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling