+8.9%
DOCS vs IT
-46.5%
+55.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.9% | -1.1% |
| 7D | -1.4% | -6.0% | +4.6% | +0.8% |
| 30D | +21.8% | 0.0% | +21.8% | +21.7% |
| 3M | +27.3% | +13.1% | +14.2% | +19.9% |
| 6M | -0.3% | +11.7% | -12.0% | -6.1% |
| YTD | -40.5% | -26.1% | -14.4% | -36.3% |
| 1Y | -61.5% | -21.3% | -40.3% | -59.9% |
| All | +8.9% | -46.5% | +55.5% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling