-50.3%
DOCS vs ES
+10.0%
-60.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | +21.8% | -2.0% | +23.8% | +22.2% |
| 3M | +27.3% | +1.7% | +25.6% | +27.1% |
| 6M | -0.3% | -3.5% | +3.2% | +0.1% |
| YTD | -40.5% | +7.9% | -48.4% | -41.4% |
| 1Y | -61.5% | +17.2% | -78.7% | -63.0% |
| 3Y | +8.2% | +29.3% | -21.1% | -0.4% |
| 5Y | -73.4% | -5.7% | -67.7% | -74.0% |
| All | -50.3% | +10.0% | -60.3% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling