-61.5%
DOCS vs PL
+176.6%
-238.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.8% |
| 7D | -1.4% | -9.3% | +7.9% | -1.4% |
| 30D | +21.8% | -18.9% | +40.7% | +22.0% |
| 3M | +27.3% | -58.4% | +85.7% | +27.3% |
| 6M | -0.3% | -30.3% | +30.0% | -2.3% |
| YTD | -40.5% | -8.1% | -32.4% | -42.3% |
| 1Y | -61.5% | +180.5% | -242.0% | -63.5% |
| All | -61.5% | +176.6% | -238.2% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling