-73.2%
DOCS vs FIVE
+31.2%
-104.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.1% | -7.9% | -4.4% |
| 7D | -1.4% | +4.3% | -5.7% | -2.9% |
| 30D | +21.8% | +12.5% | +9.3% | +17.2% |
| 3M | +27.3% | +31.2% | -3.9% | +16.1% |
| 6M | -0.3% | +14.4% | -14.7% | -6.3% |
| YTD | -40.5% | +33.9% | -74.4% | -47.3% |
| 1Y | -61.5% | +65.1% | -126.6% | -68.5% |
| 3Y | +8.2% | +49.0% | -40.8% | -10.8% |
| All | -73.2% | +31.2% | -104.4% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling