-53.4%
DOCS vs LUNR
+22.4%
-75.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.4% |
| 7D | -0.6% | +12.7% | -13.2% | -0.7% |
| 30D | +6.3% | -10.5% | +16.8% | +6.3% |
| 3M | +26.5% | -25.2% | +51.7% | +26.6% |
| 6M | +24.8% | -59.2% | +84.0% | +25.3% |
| YTD | -26.8% | -27.2% | +0.4% | -26.9% |
| 1Y | -38.3% | +19.7% | -58.0% | -38.7% |
| 3Y | +36.0% | +314.4% | -278.3% | +37.1% |
| All | -53.4% | +22.4% | -75.7% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 10y: compounded portfolio wealth divided by compounded LUNR 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…
10y analysis · Full analysis span regression · 6 months rolling