-38.7%
DOCS vs DRI
+96.3%
-134.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -0.8% | +2.8% | -3.6% | -2.0% |
| 30D | +17.4% | +13.3% | +4.2% | +10.9% |
| 3M | +57.4% | +8.2% | +49.2% | +50.9% |
| 6M | +26.5% | +17.5% | +9.0% | +16.2% |
| YTD | -26.6% | +26.9% | -53.5% | -36.2% |
| 1Y | -48.1% | +31.6% | -79.6% | -55.8% |
| 3Y | +52.6% | +67.0% | -14.3% | +7.3% |
| 5Y | -52.1% | +72.9% | -125.0% | -69.0% |
| All | -38.7% | +96.3% | -134.9% | -60.4% |
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