-48.1%
DOCS vs S
+31.6%
-79.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.6% |
| 7D | -0.8% | -13.4% | +12.7% | +3.9% |
| 30D | +17.4% | -14.0% | +31.4% | +22.8% |
| 3M | +57.4% | +4.9% | +52.5% | +51.4% |
| 6M | +26.5% | +42.0% | -15.5% | +6.8% |
| YTD | -26.6% | +45.1% | -71.7% | -39.4% |
| 1Y | -48.1% | +33.1% | -81.1% | -55.4% |
| All | -48.1% | +31.6% | -79.7% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling