-52.3%
DOCS vs RF
+45.2%
-97.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +5.7% |
| 7D | +1.2% | +2.3% | -1.0% | +0.2% |
| 30D | +21.3% | +7.2% | +14.1% | +17.7% |
| 3M | +58.4% | -8.2% | +66.6% | +64.3% |
| 6M | +39.3% | +7.0% | +32.3% | +34.6% |
| YTD | -21.7% | +10.3% | -32.0% | -25.9% |
| 1Y | -47.3% | +25.1% | -72.4% | -53.1% |
| 3Y | +58.2% | +110.3% | -52.1% | +8.3% |
| 5Y | -52.3% | +47.1% | -99.4% | -62.7% |
| All | -52.3% | +45.2% | -97.5% | -62.7% |
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