-50.3%
DOCS vs M
+48.1%
-98.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.3% | -3.4% |
| 7D | -1.4% | +4.7% | -6.1% | -2.5% |
| 30D | +21.8% | -9.6% | +31.5% | +24.7% |
| 3M | +27.3% | +0.9% | +26.4% | +26.6% |
| 6M | -0.3% | +22.3% | -22.6% | -5.6% |
| YTD | -40.5% | +6.5% | -47.0% | -42.3% |
| 1Y | -61.5% | +38.8% | -100.3% | -65.2% |
| 3Y | +8.2% | +115.9% | -107.7% | -19.9% |
| 5Y | -73.4% | +28.6% | -102.1% | -76.7% |
| All | -50.3% | +48.1% | -98.3% | -54.9% |
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