-51.1%
DOCS vs USFR
+21.3%
-72.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.1% |
| 30D | +19.4% | +0.4% | +19.0% | +20.3% |
| 3M | +53.4% | +1.1% | +52.3% | +56.4% |
| 6M | +28.8% | +2.0% | +26.7% | +32.4% |
| YTD | -25.1% | +3.4% | -28.5% | -21.6% |
| 1Y | -48.1% | +4.1% | -52.2% | -45.4% |
| 3Y | +51.4% | +14.4% | +36.9% | +132.8% |
| 5Y | -51.1% | +21.3% | -72.4% | +14.0% |
| All | -51.1% | +21.3% | -72.4% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling