-51.1%
DOCS vs PR
+225.6%
-276.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.6% | -3.4% |
| 7D | -1.3% | -16.5% | +15.2% | +1.9% |
| 30D | +19.4% | -4.5% | +23.9% | +20.1% |
| 3M | +53.4% | +8.5% | +44.9% | +49.8% |
| 6M | +28.8% | -3.3% | +32.1% | +28.1% |
| YTD | -25.1% | +55.7% | -80.8% | -33.5% |
| 1Y | -48.1% | +82.0% | -130.2% | -55.8% |
| 3Y | +51.4% | +62.5% | -11.1% | +29.1% |
| 5Y | -51.1% | +223.9% | -275.0% | -67.0% |
| All | -51.1% | +225.6% | -276.7% | -67.0% |
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