+8.9%
DOCS vs USFR
+14.1%
-5.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.4% | +0.1% | -1.5% | -1.7% |
| 30D | +21.8% | +0.3% | +21.5% | +20.3% |
| 3M | +27.3% | +1.0% | +26.3% | +20.4% |
| 6M | -0.3% | +1.9% | -2.3% | -10.3% |
| YTD | -40.5% | +2.6% | -43.1% | -48.5% |
| 1Y | -61.5% | +4.0% | -65.5% | -69.3% |
| All | +8.9% | +14.1% | -5.2% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling