-38.0%
DOCS vs VIAV
+83.1%
-121.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.3% | -11.2% | -0.4% |
| 7D | 0.0% | +15.0% | -15.0% | -1.9% |
| 30D | +7.8% | -29.7% | +37.4% | +11.9% |
| 3M | +20.0% | -18.3% | +38.3% | +20.8% |
| 6M | +26.5% | -37.6% | +64.1% | +30.7% |
| YTD | -25.8% | +79.5% | -105.2% | -46.6% |
| 1Y | -39.5% | +79.6% | -119.0% | -56.7% |
| 3Y | +60.3% | +310.0% | -249.7% | -25.1% |
| 5Y | -57.0% | +105.9% | -163.0% | -68.7% |
| All | -38.0% | +83.1% | -121.0% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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