-37.3%
DOCS vs TDY
+53.3%
-90.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.1% |
| 7D | -4.2% | +3.0% | -7.2% | -5.8% |
| 30D | +8.6% | +6.1% | +2.5% | +4.7% |
| 3M | +27.2% | -4.5% | +31.7% | +29.5% |
| 6M | +26.5% | +2.9% | +23.6% | +22.0% |
| YTD | -25.0% | +27.5% | -52.5% | -39.3% |
| 1Y | -37.0% | +26.5% | -63.4% | -48.8% |
| 3Y | +39.4% | +70.1% | -30.7% | -11.9% |
| 5Y | -56.7% | +46.8% | -103.5% | -69.6% |
| All | -37.3% | +53.3% | -90.6% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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