+58.4%
DOCS vs S
+17.1%
+41.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +5.9% |
| 7D | +1.2% | -8.2% | +9.4% | +3.6% |
| 30D | +21.3% | -7.6% | +28.9% | +23.8% |
| 3M | +58.4% | +12.0% | +46.4% | +49.9% |
| All | +58.4% | +17.1% | +41.3% | +49.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling