-61.5%
DOCS vs USFR
+4.0%
-65.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.5% |
| 7D | -1.4% | +0.1% | -1.5% | -0.7% |
| 30D | +21.8% | +0.3% | +21.5% | +26.1% |
| 3M | +27.3% | +1.0% | +26.3% | +32.0% |
| 6M | -0.3% | +1.9% | -2.3% | +13.0% |
| YTD | -40.5% | +2.6% | -43.1% | -29.4% |
| 1Y | -61.5% | +4.0% | -65.5% | -44.0% |
| All | -61.5% | +4.0% | -65.5% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling