-38.7%
DOCS vs FIVE
+22.2%
-60.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -0.8% | -0.3% | -0.5% | -0.6% |
| 30D | +17.4% | +17.7% | -0.2% | +11.5% |
| 3M | +57.4% | +4.0% | +53.4% | +55.1% |
| 6M | +26.5% | +2.6% | +23.9% | +23.8% |
| YTD | -26.6% | +27.6% | -54.2% | -33.9% |
| 1Y | -48.1% | +59.9% | -108.0% | -56.9% |
| 3Y | +52.6% | +35.8% | +16.9% | +31.3% |
| 5Y | -52.1% | +14.4% | -66.5% | -59.1% |
| All | -38.7% | +22.2% | -60.9% | -45.7% |
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