+8.9%
DOCS vs LEN
-24.6%
+33.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.7% | -2.5% |
| 7D | -1.4% | -3.2% | +1.8% | -0.6% |
| 30D | +21.8% | -4.9% | +26.7% | +23.6% |
| 3M | +27.3% | -8.5% | +35.8% | +29.8% |
| 6M | -0.3% | -20.7% | +20.3% | +4.5% |
| YTD | -40.5% | -17.4% | -23.1% | -38.7% |
| 1Y | -61.5% | -38.2% | -23.3% | -57.5% |
| All | +8.9% | -24.6% | +33.5% | -3.0% |
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