-50.3%
DOCS vs RF
+87.5%
-137.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +23.7% |
| 3M | +27.3% | +8.1% | +19.2% | +22.7% |
| 6M | -0.3% | +11.5% | -11.8% | -5.7% |
| YTD | -40.5% | +15.6% | -56.1% | -44.9% |
| 1Y | -61.5% | +15.7% | -77.2% | -64.5% |
| 3Y | +8.2% | +86.9% | -78.7% | -22.4% |
| 5Y | -73.4% | +89.8% | -163.2% | -82.2% |
| All | -50.3% | +87.5% | -137.8% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling