-37.4%
DOCS vs IT
-17.5%
-19.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | +0.1% | -2.2% |
| 7D | -1.3% | -12.0% | +10.7% | +4.1% |
| 30D | +19.4% | +7.1% | +12.3% | +14.4% |
| 3M | +53.4% | +6.3% | +47.1% | +46.8% |
| 6M | +28.8% | +32.5% | -3.7% | +8.5% |
| YTD | -25.1% | -21.5% | -3.6% | -19.6% |
| 1Y | -48.1% | -16.5% | -31.7% | -46.2% |
| 3Y | +51.4% | -48.8% | +100.1% | +95.0% |
| 5Y | -51.1% | -40.2% | -10.9% | -49.0% |
| All | -37.4% | -17.5% | -19.9% | -13.0% |
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