-37.4%
DOCS vs M
+56.7%
-94.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.9% | +1.6% | -2.9% |
| 7D | -1.3% | -2.1% | +0.8% | -0.8% |
| 30D | +19.4% | +7.7% | +11.7% | +17.3% |
| 3M | +53.4% | -4.4% | +57.8% | +54.8% |
| 6M | +28.8% | +27.5% | +1.2% | +20.8% |
| YTD | -25.1% | +12.8% | -37.8% | -28.4% |
| 1Y | -48.1% | +20.7% | -68.9% | -51.4% |
| 3Y | +51.4% | +111.3% | -59.9% | +13.4% |
| 5Y | -51.1% | -6.3% | -44.8% | -57.7% |
| All | -37.4% | +56.7% | -94.1% | -44.1% |
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