-38.7%
DOCS vs M
+49.5%
-88.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -0.9% |
| 7D | -0.8% | -4.3% | +3.5% | +0.3% |
| 30D | +17.4% | +1.3% | +16.1% | +17.0% |
| 3M | +57.4% | -7.4% | +64.7% | +60.0% |
| 6M | +26.5% | +18.3% | +8.2% | +20.9% |
| YTD | -26.6% | +7.6% | -34.2% | -29.0% |
| 1Y | -48.1% | +17.4% | -65.4% | -51.0% |
| 3Y | +52.6% | +108.4% | -55.7% | +14.4% |
| 5Y | -52.1% | -10.6% | -41.5% | -58.1% |
| All | -38.7% | +49.5% | -88.2% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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