+62.8%
DOCS vs IP
+17.6%
+45.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +6.1% |
| 7D | +1.2% | +3.4% | -2.2% | +0.7% |
| 30D | +21.3% | +11.2% | +10.1% | +19.3% |
| 3M | +58.4% | -14.8% | +73.2% | +61.8% |
| 6M | +39.3% | +17.3% | +22.0% | +36.5% |
| YTD | -21.7% | -6.2% | -15.5% | -22.2% |
| 1Y | -47.3% | +2.3% | -49.7% | -48.6% |
| All | +62.8% | +17.6% | +45.2% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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