-54.2%
DOCS vs VIAV
+79.2%
-133.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.3% | -10.3% | -3.0% |
| 7D | -0.8% | -4.8% | +4.1% | -0.3% |
| 30D | +17.4% | -38.5% | +55.9% | +23.9% |
| 3M | +57.4% | -29.9% | +87.2% | +61.4% |
| 6M | +26.5% | -46.3% | +72.8% | +33.7% |
| YTD | -26.6% | +59.8% | -86.3% | -46.6% |
| 1Y | -48.1% | +62.3% | -110.4% | -62.7% |
| 3Y | +52.6% | +243.0% | -190.4% | -25.9% |
| All | -54.2% | +79.2% | -133.4% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling