+8.9%
DOCS vs PL
+454.1%
-445.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.6% |
| 7D | -1.4% | -9.3% | +7.9% | -0.6% |
| 30D | +21.8% | -18.9% | +40.7% | +24.3% |
| 3M | +27.3% | -58.4% | +85.7% | +37.1% |
| 6M | -0.3% | -30.3% | +30.0% | -1.0% |
| YTD | -40.5% | -8.1% | -32.4% | -43.5% |
| 1Y | -61.5% | +180.5% | -242.0% | -70.1% |
| All | +8.9% | +454.1% | -445.2% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling