-38.0%
DOCS vs USFR
+21.3%
-59.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | 0.0% | +0.1% | -0.1% | +0.2% |
| 30D | +7.8% | +0.4% | +7.4% | +8.9% |
| 3M | +20.0% | +1.1% | +18.9% | +23.5% |
| 6M | +26.5% | +2.0% | +24.5% | +32.5% |
| YTD | -25.8% | +3.4% | -29.2% | -19.9% |
| 1Y | -39.5% | +4.1% | -43.5% | -33.8% |
| 3Y | +60.3% | +14.3% | +46.0% | +171.7% |
| 5Y | -57.0% | +21.3% | -78.3% | +16.8% |
| All | -38.0% | +21.3% | -59.3% | +72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling