-37.4%
DOCS vs ES
+12.7%
-50.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.6% |
| 7D | -1.3% | +5.9% | -7.3% | -2.1% |
| 30D | +19.4% | +10.2% | +9.2% | +17.8% |
| 3M | +53.4% | +0.4% | +53.0% | +53.2% |
| 6M | +28.8% | +6.9% | +21.9% | +27.5% |
| YTD | -25.1% | +10.5% | -35.6% | -26.5% |
| 1Y | -48.1% | +3.2% | -51.3% | -48.7% |
| 3Y | +51.4% | +49.0% | +2.3% | +35.5% |
| 5Y | -51.1% | +4.5% | -55.6% | -52.3% |
| All | -37.4% | +12.7% | -50.1% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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