-50.3%
DOCS vs TDY
+43.7%
-94.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.2% | -3.0% |
| 7D | -1.4% | -1.8% | +0.4% | -0.4% |
| 30D | +21.8% | -10.7% | +32.5% | +29.3% |
| 3M | +27.3% | -1.3% | +28.6% | +26.7% |
| 6M | -0.3% | -10.6% | +10.2% | +4.4% |
| YTD | -40.5% | +19.6% | -60.1% | -50.0% |
| 1Y | -61.5% | +11.6% | -73.2% | -66.2% |
| 3Y | +8.2% | +45.2% | -37.0% | -23.2% |
| 5Y | -73.4% | +36.1% | -109.5% | -80.5% |
| All | -50.3% | +43.7% | -94.0% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling