-52.3%
DOCS vs S
-64.3%
+12.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +5.7% |
| 7D | +1.2% | -8.2% | +9.4% | +4.6% |
| 30D | +21.3% | -7.6% | +28.9% | +24.4% |
| 3M | +58.4% | +12.0% | +46.4% | +48.6% |
| 6M | +39.3% | +50.6% | -11.3% | +14.0% |
| YTD | -21.7% | +56.6% | -78.3% | -37.7% |
| 1Y | -47.3% | +39.2% | -86.6% | -56.1% |
| 3Y | +58.2% | +45.8% | +12.4% | +16.3% |
| 5Y | -52.3% | -66.1% | +13.8% | -34.4% |
| All | -52.3% | -64.3% | +12.0% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling