+36.0%
DOCS vs LEN
-21.7%
+57.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | 0.0% |
| 7D | -0.6% | +0.7% | -1.2% | -0.7% |
| 30D | +6.3% | +13.0% | -6.7% | +3.0% |
| 3M | +26.5% | +1.9% | +24.6% | +25.4% |
| 6M | +24.8% | -0.7% | +25.5% | +24.2% |
| YTD | -26.8% | -13.8% | -13.0% | -25.9% |
| 1Y | -38.3% | -28.1% | -10.2% | -34.8% |
| 3Y | +36.0% | -22.8% | +58.9% | +8.1% |
| All | +36.0% | -21.7% | +57.7% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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