-52.2%
DOCS vs LUNR
+26.2%
-78.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.7% | +2.4% |
| 7D | -4.2% | +22.7% | -26.8% | -4.4% |
| 30D | +8.6% | -5.3% | +13.9% | +8.6% |
| 3M | +27.2% | -26.1% | +53.3% | +27.4% |
| 6M | +26.5% | -62.4% | +88.9% | +27.1% |
| YTD | -25.0% | -25.0% | 0.0% | -25.1% |
| 1Y | -37.0% | +29.0% | -66.0% | -37.5% |
| 3Y | +39.4% | +327.4% | -288.0% | +40.5% |
| All | -52.2% | +26.2% | -78.4% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling