-38.7%
DOCS vs USFR
+21.3%
-60.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.5% |
| 30D | +17.4% | +0.4% | +17.0% | +18.7% |
| 3M | +57.4% | +1.1% | +56.3% | +62.0% |
| 6M | +26.5% | +2.1% | +24.5% | +32.6% |
| YTD | -26.6% | +3.4% | -30.0% | -20.8% |
| 1Y | -48.1% | +4.1% | -52.2% | -43.2% |
| 3Y | +52.6% | +14.4% | +38.2% | +159.9% |
| 5Y | -52.1% | +21.3% | -73.4% | +30.3% |
| All | -38.7% | +21.3% | -60.0% | +70.2% |
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