-48.1%
DOCS vs DRI
+30.3%
-78.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -0.8% | +2.8% | -3.6% | -1.2% |
| 30D | +17.4% | +13.3% | +4.2% | +15.5% |
| 3M | +57.4% | +8.2% | +49.2% | +55.1% |
| 6M | +26.5% | +17.5% | +9.0% | +23.3% |
| YTD | -26.6% | +26.9% | -53.5% | -33.2% |
| 1Y | -48.1% | +31.6% | -79.6% | -54.1% |
| All | -48.1% | +30.3% | -78.3% | -54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling