-50.3%
DOCS vs IT
-22.4%
-27.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.9% | -0.6% |
| 7D | -1.4% | -6.0% | +4.6% | +1.5% |
| 30D | +21.8% | 0.0% | +21.8% | +21.5% |
| 3M | +27.3% | +13.1% | +14.2% | +17.1% |
| 6M | -0.3% | +11.7% | -12.0% | -7.9% |
| YTD | -40.5% | -26.1% | -14.4% | -33.4% |
| 1Y | -61.5% | -21.3% | -40.3% | -58.8% |
| 3Y | +8.2% | -46.7% | +54.9% | +34.2% |
| 5Y | -73.4% | -40.5% | -32.9% | -71.0% |
| All | -50.3% | -22.4% | -27.9% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling