+62.8%
DOCS vs M
+123.6%
-60.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.6% | -1.3% | +5.3% |
| 7D | +1.2% | +8.3% | -7.0% | +0.2% |
| 30D | +21.3% | +14.2% | +7.1% | +19.2% |
| 3M | +58.4% | -1.1% | +59.5% | +58.3% |
| 6M | +39.3% | +36.6% | +2.7% | +33.7% |
| YTD | -21.7% | +19.8% | -41.5% | -24.0% |
| 1Y | -47.3% | +37.2% | -84.5% | -50.0% |
| All | +62.8% | +123.6% | -60.9% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling