-52.3%
DOCS vs PL
+24.5%
-76.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.4% | +12.7% | +7.4% |
| 7D | +1.2% | -11.7% | +12.9% | +3.2% |
| 30D | +21.3% | -27.1% | +48.4% | +27.3% |
| 3M | +58.4% | -44.6% | +103.0% | +73.6% |
| 6M | +39.3% | -67.2% | +106.5% | +61.6% |
| YTD | -21.7% | -35.9% | +14.1% | -23.7% |
| 1Y | -47.3% | -0.4% | -46.9% | -54.4% |
| 3Y | +58.2% | +454.8% | -396.7% | -26.4% |
| 5Y | -52.3% | +24.8% | -77.0% | -69.0% |
| All | -52.3% | +24.5% | -76.8% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling