-73.2%
DOCS vs PR
+433.6%
-506.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.5% |
| 7D | -1.4% | +2.9% | -4.3% | -1.9% |
| 30D | +21.8% | +18.0% | +3.8% | +18.0% |
| 3M | +27.3% | +16.9% | +10.4% | +23.0% |
| 6M | -0.3% | +28.2% | -28.5% | -5.8% |
| YTD | -40.5% | +69.3% | -109.8% | -47.1% |
| 1Y | -61.5% | +69.5% | -131.0% | -65.9% |
| 3Y | +8.2% | +81.7% | -73.5% | -7.8% |
| All | -73.2% | +433.6% | -506.8% | -80.6% |
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