-53.4%
DOCS vs EQX
+68.0%
-121.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.1% | +7.2% | +3.0% |
| 7D | -8.8% | -7.0% | -1.8% | -7.7% |
| 30D | -5.4% | +4.8% | -10.2% | -6.4% |
| 3M | +22.1% | +25.6% | -3.6% | +16.9% |
| 6M | -0.3% | -25.8% | +25.6% | +3.2% |
| YTD | -44.2% | -12.7% | -31.5% | -44.7% |
| 1Y | -64.2% | +14.1% | -78.3% | -66.7% |
| 3Y | +8.9% | +165.7% | -156.8% | -21.0% |
| 5Y | -75.8% | +81.2% | -157.0% | -81.2% |
| All | -53.4% | +68.0% | -121.4% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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