-52.3%
DOCS vs ES
+2.3%
-54.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.3% | +6.1% |
| 7D | +1.2% | +5.3% | -4.1% | +0.6% |
| 30D | +21.3% | +8.9% | +12.4% | +19.9% |
| 3M | +58.4% | -1.9% | +60.3% | +58.7% |
| 6M | +39.3% | +3.9% | +35.4% | +38.5% |
| YTD | -21.7% | +8.3% | -30.0% | -22.9% |
| 1Y | -47.3% | -0.1% | -47.2% | -47.6% |
| 3Y | +58.2% | +46.0% | +12.1% | +42.1% |
| 5Y | -52.3% | +3.1% | -55.4% | -50.6% |
| All | -52.3% | +2.3% | -54.6% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling