-50.3%
DOCS vs PL
+82.1%
-132.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.6% |
| 7D | -1.4% | -9.3% | +7.9% | +0.1% |
| 30D | +21.8% | -18.9% | +40.7% | +26.2% |
| 3M | +27.3% | -58.4% | +85.7% | +45.1% |
| 6M | -0.3% | -30.3% | +30.0% | -0.9% |
| YTD | -40.5% | -8.1% | -32.4% | -45.0% |
| 1Y | -61.5% | +180.5% | -242.0% | -73.9% |
| 3Y | +8.2% | +444.1% | -436.0% | -46.0% |
| 5Y | -73.4% | +83.0% | -156.5% | -84.1% |
| All | -50.3% | +82.1% | -132.4% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling