-51.1%
DOCS vs P
+237.3%
-288.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -16.4% | +12.1% | -0.1% |
| 7D | -1.3% | -31.9% | +30.6% | +8.1% |
| 30D | +19.4% | -36.5% | +55.9% | +32.5% |
| 3M | +53.4% | +11.6% | +41.8% | +43.6% |
| 6M | +28.8% | +25.2% | +3.6% | +13.2% |
| YTD | -25.1% | +39.4% | -64.5% | -37.8% |
| 1Y | -48.1% | -3.7% | -44.5% | -52.3% |
| 3Y | +51.4% | +167.3% | -115.9% | -23.2% |
| 5Y | -51.1% | +237.3% | -288.4% | -79.0% |
| All | -51.1% | +237.3% | -288.4% | -79.0% |
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 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