-73.2%
DOCS vs RF
+89.8%
-163.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -1.4% | +1.3% | -2.7% | -2.0% |
| 30D | +21.8% | -3.6% | +25.4% | +23.6% |
| 3M | +27.3% | +8.1% | +19.2% | +22.9% |
| 6M | -0.3% | +11.5% | -11.8% | -5.5% |
| YTD | -40.5% | +15.6% | -56.1% | -44.7% |
| 1Y | -61.5% | +15.7% | -77.2% | -64.4% |
| 3Y | +8.2% | +86.9% | -78.7% | -21.4% |
| All | -73.2% | +89.8% | -163.0% | -81.5% |
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