-37.4%
DOCS vs DRI
+98.3%
-135.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.9% |
| 7D | -1.3% | +3.7% | -5.1% | -2.9% |
| 30D | +19.4% | +13.5% | +5.9% | +12.7% |
| 3M | +53.4% | +10.4% | +43.0% | +45.7% |
| 6M | +28.8% | +19.5% | +9.3% | +17.3% |
| YTD | -25.1% | +28.2% | -53.3% | -35.2% |
| 1Y | -48.1% | +31.0% | -79.1% | -55.7% |
| 3Y | +51.4% | +67.1% | -15.7% | +6.6% |
| 5Y | -51.1% | +74.7% | -125.8% | -68.6% |
| All | -37.4% | +98.3% | -135.7% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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