-48.1%
DOCS vs PL
-11.4%
-36.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -10.1% | +5.8% | -4.5% |
| 7D | -1.3% | -20.5% | +19.2% | -1.8% |
| 30D | +19.4% | -38.8% | +58.2% | +18.3% |
| 3M | +53.4% | -49.1% | +102.5% | +51.7% |
| 6M | +28.8% | -69.4% | +98.1% | +25.3% |
| YTD | -25.1% | -42.3% | +17.3% | -27.7% |
| 1Y | -48.1% | -14.2% | -34.0% | -50.0% |
| All | -48.1% | -11.4% | -36.7% | -50.0% |
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