+8.9%
DOCS vs TPR
+292.1%
-283.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.4% | -2.3% | +0.9% | -1.0% |
| 30D | +21.8% | -23.0% | +44.8% | +27.4% |
| 3M | +27.3% | -12.5% | +39.8% | +29.1% |
| 6M | -0.3% | -21.4% | +21.1% | +3.0% |
| YTD | -40.5% | -3.5% | -37.0% | -42.2% |
| 1Y | -61.5% | +17.4% | -78.9% | -65.1% |
| All | +8.9% | +292.1% | -283.1% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 3y: compounded portfolio wealth divided by compounded TPR 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…
3y analysis · Full analysis span regression · 6 months rolling