-37.1%
DOCS vs USFR
+21.4%
-58.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.7% |
| 30D | +11.4% | +0.4% | +11.1% | +12.6% |
| 3M | +25.4% | +1.1% | +24.3% | +29.1% |
| 6M | +42.5% | +2.0% | +40.5% | +49.4% |
| YTD | -24.7% | +3.5% | -28.2% | -18.6% |
| 1Y | -32.9% | +4.1% | -37.0% | -26.7% |
| 3Y | +39.6% | +14.4% | +25.3% | +135.9% |
| 5Y | -54.6% | +21.4% | -76.0% | +23.1% |
| All | -37.1% | +21.4% | -58.5% | +74.7% |
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