-52.3%
DOCS vs PR
+239.6%
-291.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.5% | +12.9% | +7.5% |
| 7D | +1.2% | -12.1% | +13.3% | +3.5% |
| 30D | +21.3% | +0.9% | +20.4% | +20.7% |
| 3M | +58.4% | +10.1% | +48.2% | +54.3% |
| 6M | +39.3% | +1.1% | +38.2% | +37.5% |
| YTD | -21.7% | +63.7% | -85.4% | -31.1% |
| 1Y | -47.3% | +87.0% | -134.4% | -55.2% |
| 3Y | +58.2% | +70.7% | -12.6% | +33.8% |
| 5Y | -52.3% | +246.8% | -299.1% | -67.4% |
| All | -52.3% | +239.6% | -291.9% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling