-50.3%
DOCS vs TPR
+225.0%
-275.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.4% | -2.3% | +0.9% | -0.5% |
| 30D | +21.8% | -23.0% | +44.8% | +33.8% |
| 3M | +27.3% | -12.5% | +39.8% | +31.7% |
| 6M | -0.3% | -21.4% | +21.1% | +6.8% |
| YTD | -40.5% | -3.5% | -37.0% | -43.2% |
| 1Y | -61.5% | +17.4% | -78.9% | -67.3% |
| 3Y | +8.2% | +291.3% | -283.1% | -58.4% |
| 5Y | -73.4% | +241.9% | -315.3% | -89.5% |
| All | -50.3% | +225.0% | -275.2% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling