-38.8%
DOCS vs EQX
+54.7%
-93.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.1% | +5.7% | -0.1% |
| 7D | -0.6% | +12.3% | -12.9% | -2.6% |
| 30D | +6.3% | -1.7% | +8.0% | +6.4% |
| 3M | +26.5% | -2.9% | +29.4% | +26.1% |
| 6M | +24.8% | -21.2% | +45.9% | +28.0% |
| YTD | -26.8% | -19.7% | -7.1% | -26.7% |
| 1Y | -38.3% | -7.6% | -30.7% | -40.2% |
| 3Y | +36.0% | +147.3% | -111.3% | +0.2% |
| 5Y | -55.0% | +40.8% | -95.8% | -61.8% |
| All | -38.8% | +54.7% | -93.5% | -56.2% |
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