-43.0%
DOCS vs S
-53.4%
+10.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.8% | +4.5% | -1.0% |
| 7D | -1.3% | -16.7% | +15.3% | +5.4% |
| 30D | +19.4% | -17.0% | +36.4% | +27.2% |
| 3M | +53.4% | +2.0% | +51.4% | +49.6% |
| 6M | +28.8% | +35.1% | -6.3% | +11.3% |
| YTD | -25.1% | +42.8% | -67.9% | -37.2% |
| 1Y | -48.1% | +27.7% | -75.9% | -54.8% |
| 3Y | +51.4% | +33.0% | +18.4% | +19.0% |
| 5Y | -51.1% | -68.0% | +16.9% | -45.1% |
| All | -43.0% | -53.4% | +10.4% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling