-38.7%
DOCS vs IT
-20.8%
-17.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.1% |
| 7D | -0.8% | -16.9% | +16.1% | +7.6% |
| 30D | +17.4% | +2.3% | +15.1% | +14.9% |
| 3M | +57.4% | +2.9% | +54.5% | +52.8% |
| 6M | +26.5% | +25.9% | +0.7% | +9.2% |
| YTD | -26.6% | -24.6% | -1.9% | -19.7% |
| 1Y | -48.1% | -16.0% | -32.0% | -46.3% |
| 3Y | +52.6% | -51.6% | +104.2% | +102.7% |
| 5Y | -52.1% | -42.6% | -9.4% | -49.1% |
| All | -38.7% | -20.8% | -17.8% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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