+62.8%
DOCS vs P
+218.3%
-155.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.0% | +11.3% | +7.0% |
| 7D | +1.2% | -19.4% | +20.6% | +4.1% |
| 30D | +21.3% | -22.3% | +43.6% | +25.1% |
| 3M | +58.4% | +33.2% | +25.2% | +49.1% |
| 6M | +39.3% | +53.6% | -14.3% | +25.9% |
| YTD | -21.7% | +66.8% | -88.5% | -31.1% |
| 1Y | -47.3% | +17.5% | -64.9% | -50.8% |
| All | +62.8% | +218.3% | -155.5% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling