-37.4%
DOCS vs PR
+251.0%
-288.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.6% | -3.5% |
| 7D | -1.3% | -16.5% | +15.2% | +1.4% |
| 30D | +19.4% | -4.5% | +23.9% | +20.0% |
| 3M | +53.4% | +8.5% | +44.9% | +50.3% |
| 6M | +28.8% | -3.3% | +32.1% | +28.2% |
| YTD | -25.1% | +55.7% | -80.8% | -32.3% |
| 1Y | -48.1% | +82.0% | -130.2% | -54.7% |
| 3Y | +51.4% | +62.5% | -11.1% | +32.3% |
| 5Y | -51.1% | +223.9% | -275.0% | -63.6% |
| All | -37.4% | +251.0% | -288.4% | -58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling