-50.3%
DOCS vs P
+398.3%
-448.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.1% |
| 7D | -1.4% | +6.5% | -8.0% | -3.1% |
| 30D | +21.8% | +18.8% | +3.0% | +14.9% |
| 3M | +27.3% | +26.7% | +0.5% | +16.2% |
| 6M | -0.3% | +62.2% | -62.5% | -17.1% |
| YTD | -40.5% | +48.5% | -89.0% | -50.1% |
| 1Y | -61.5% | +26.4% | -87.9% | -67.1% |
| 3Y | +8.2% | +159.4% | -151.2% | -40.2% |
| 5Y | -73.4% | +275.8% | -349.2% | -87.9% |
| All | -50.3% | +398.3% | -448.6% | -78.0% |
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