-52.3%
DOCS vs M
+0.4%
-52.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.6% | -1.3% | +4.4% |
| 7D | +1.2% | +8.3% | -7.0% | -0.8% |
| 30D | +21.3% | +14.2% | +7.1% | +17.2% |
| 3M | +58.4% | -1.1% | +59.5% | +58.5% |
| 6M | +39.3% | +36.6% | +2.7% | +27.6% |
| YTD | -21.7% | +19.8% | -41.5% | -26.6% |
| 1Y | -47.3% | +37.2% | -84.5% | -52.7% |
| 3Y | +58.2% | +124.5% | -66.3% | +11.6% |
| 5Y | -52.3% | +1.5% | -53.8% | -60.5% |
| All | -52.3% | +0.4% | -52.7% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling