-37.4%
DOCS vs FIVE
+22.7%
-60.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | 0.0% | -2.9% |
| 7D | -1.3% | -1.7% | +0.4% | -0.7% |
| 30D | +19.4% | +14.9% | +4.5% | +14.3% |
| 3M | +53.4% | +7.6% | +45.8% | +49.5% |
| 6M | +28.8% | +6.4% | +22.3% | +24.5% |
| YTD | -25.1% | +28.1% | -53.2% | -32.6% |
| 1Y | -48.1% | +54.7% | -102.9% | -56.5% |
| 3Y | +51.4% | +36.1% | +15.3% | +30.2% |
| 5Y | -51.1% | +14.9% | -66.0% | -58.4% |
| All | -37.4% | +22.7% | -60.1% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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