+8.9%
DOCS vs DOC
+20.8%
-11.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.1% |
| 7D | -1.4% | -1.5% | +0.1% | -0.8% |
| 30D | +21.8% | -4.8% | +26.6% | +24.2% |
| 3M | +27.3% | +6.9% | +20.4% | +24.3% |
| 6M | -0.3% | +20.7% | -21.1% | -7.7% |
| YTD | -40.5% | +34.1% | -74.6% | -47.7% |
| 1Y | -61.5% | +22.6% | -84.2% | -64.8% |
| All | +8.9% | +20.8% | -11.8% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling