-52.3%
DOCS vs TPR
+239.9%
-292.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +4.9% |
| 7D | +1.2% | +12.6% | -11.4% | -3.5% |
| 30D | +21.3% | +7.1% | +14.2% | +17.9% |
| 3M | +58.4% | -19.4% | +77.7% | +69.9% |
| 6M | +39.3% | -9.7% | +49.0% | +40.7% |
| YTD | -21.7% | -1.0% | -20.7% | -26.0% |
| 1Y | -47.3% | +19.3% | -66.6% | -55.2% |
| 3Y | +58.2% | +379.0% | -320.8% | -45.3% |
| 5Y | -52.3% | +239.1% | -291.4% | -80.8% |
| All | -52.3% | +239.9% | -292.2% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling