-54.7%
DOCS vs S
-56.8%
+2.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | -1.4% | -7.7% | +6.3% | +1.5% |
| 30D | +21.8% | -5.3% | +27.2% | +23.8% |
| 3M | +27.3% | +20.3% | +7.0% | +17.5% |
| 6M | -0.3% | +47.4% | -47.7% | -16.1% |
| YTD | -40.5% | +32.5% | -73.0% | -48.0% |
| 1Y | -61.5% | +9.5% | -71.1% | -64.1% |
| 3Y | +8.2% | +15.5% | -7.3% | -9.3% |
| 5Y | -73.4% | -71.2% | -2.2% | -69.4% |
| All | -54.7% | -56.8% | +2.1% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling