-50.3%
DOCS vs LEN
-3.3%
-47.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.7% | -2.3% |
| 7D | -1.4% | -3.2% | +1.8% | +0.2% |
| 30D | +21.8% | -4.9% | +26.7% | +25.4% |
| 3M | +27.3% | -8.5% | +35.8% | +32.6% |
| 6M | -0.3% | -20.7% | +20.3% | +10.5% |
| YTD | -40.5% | -17.4% | -23.1% | -36.5% |
| 1Y | -61.5% | -38.2% | -23.3% | -52.4% |
| 3Y | +8.2% | -24.9% | +33.0% | +5.9% |
| 5Y | -73.4% | -11.4% | -62.0% | -78.9% |
| All | -50.3% | -3.3% | -47.0% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling