-52.0%
DOCS vs LUNR
+34.7%
-86.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.4% |
| 7D | +2.6% | +24.2% | -21.6% | +2.4% |
| 30D | +11.4% | +18.0% | -6.5% | +11.2% |
| 3M | +25.4% | -26.0% | +51.4% | +25.6% |
| 6M | +42.5% | -63.6% | +106.1% | +43.3% |
| YTD | -24.7% | -19.9% | -4.8% | -24.9% |
| 1Y | -32.9% | +50.1% | -83.1% | -33.5% |
| 3Y | +39.6% | +374.5% | -334.8% | +40.7% |
| All | -52.0% | +34.7% | -86.8% | -53.1% |
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