-34.6%
DOCS vs P
+459.7%
-494.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.0% | +11.3% | +7.6% |
| 7D | +1.2% | -19.4% | +20.6% | +6.5% |
| 30D | +21.3% | -22.3% | +43.6% | +28.1% |
| 3M | +58.4% | +33.2% | +25.2% | +42.4% |
| 6M | +39.3% | +53.6% | -14.3% | +16.7% |
| YTD | -21.7% | +66.8% | -88.5% | -37.5% |
| 1Y | -47.3% | +17.5% | -64.9% | -53.9% |
| 3Y | +58.2% | +219.7% | -161.5% | -20.7% |
| 5Y | -52.3% | +307.8% | -360.1% | -79.2% |
| All | -34.6% | +459.7% | -494.3% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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