+8.9%
DOCS vs FIVE
+50.0%
-41.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.1% | -7.9% | -3.5% |
| 7D | -1.4% | +4.3% | -5.7% | -2.1% |
| 30D | +21.8% | +12.5% | +9.3% | +19.7% |
| 3M | +27.3% | +31.2% | -3.9% | +22.3% |
| 6M | -0.3% | +14.4% | -14.7% | -2.9% |
| YTD | -40.5% | +33.9% | -74.4% | -43.5% |
| 1Y | -61.5% | +65.1% | -126.6% | -64.8% |
| All | +8.9% | +50.0% | -41.1% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling