-61.5%
DOCS vs PR
+76.5%
-138.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -3.1% |
| 7D | -1.4% | +2.9% | -4.3% | -0.9% |
| 30D | +21.8% | +18.0% | +3.8% | +26.1% |
| 3M | +27.3% | +16.9% | +10.4% | +31.9% |
| 6M | -0.3% | +28.2% | -28.5% | +4.1% |
| YTD | -40.5% | +69.3% | -109.8% | -35.7% |
| 1Y | -61.5% | +69.5% | -131.0% | -59.4% |
| All | -61.5% | +76.5% | -138.1% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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