-47.3%
DOCS vs PL
-0.6%
-46.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.4% | +12.7% | +6.2% |
| 7D | +1.2% | -11.7% | +12.9% | +1.0% |
| 30D | +21.3% | -27.1% | +48.4% | +20.5% |
| 3M | +58.4% | -44.6% | +103.0% | +56.7% |
| 6M | +39.3% | -67.2% | +106.5% | +35.7% |
| YTD | -21.7% | -35.9% | +14.1% | -24.3% |
| 1Y | -47.3% | -0.4% | -46.9% | -49.1% |
| All | -47.3% | -0.6% | -46.7% | -49.1% |
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