-73.2%
DOCS vs DRI
+72.9%
-146.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.5% |
| 7D | -1.4% | +0.6% | -2.0% | -1.7% |
| 30D | +21.8% | +3.8% | +18.0% | +19.1% |
| 3M | +27.3% | +13.0% | +14.3% | +18.9% |
| 6M | -0.3% | +8.3% | -8.7% | -5.4% |
| YTD | -40.5% | +20.6% | -61.1% | -47.1% |
| 1Y | -61.5% | +6.5% | -68.0% | -63.6% |
| 3Y | +8.2% | +53.7% | -45.5% | -21.5% |
| All | -73.2% | +72.9% | -146.1% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling