-51.1%
DOCS vs RF
+42.4%
-93.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.3% |
| 7D | -1.3% | -1.6% | +0.3% | -0.6% |
| 30D | +19.4% | +5.0% | +14.4% | +17.0% |
| 3M | +53.4% | -10.0% | +63.4% | +60.5% |
| 6M | +28.8% | +3.3% | +25.4% | +26.4% |
| YTD | -25.1% | +7.9% | -33.0% | -28.4% |
| 1Y | -48.1% | +21.2% | -69.4% | -53.1% |
| 3Y | +51.4% | +105.8% | -54.4% | +4.7% |
| 5Y | -51.1% | +43.7% | -94.8% | -61.7% |
| All | -51.1% | +42.4% | -93.5% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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