-52.3%
DOCS vs P
+297.5%
-349.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.0% | +11.3% | +7.6% |
| 7D | +1.2% | -19.4% | +20.6% | +6.6% |
| 30D | +21.3% | -22.3% | +43.6% | +28.2% |
| 3M | +58.4% | +33.2% | +25.2% | +42.2% |
| 6M | +39.3% | +53.6% | -14.3% | +16.5% |
| YTD | -21.7% | +66.8% | -88.5% | -37.6% |
| 1Y | -47.3% | +17.5% | -64.9% | -54.0% |
| 3Y | +58.2% | +219.7% | -161.5% | -23.0% |
| 5Y | -52.3% | +307.8% | -360.1% | -80.4% |
| All | -52.3% | +297.5% | -349.8% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling