-50.3%
DOCS vs VIAV
+99.5%
-149.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.7% | -6.4% | -3.3% |
| 7D | -1.4% | -4.6% | +3.2% | -0.8% |
| 30D | +21.8% | -10.4% | +32.2% | +22.7% |
| 3M | +27.3% | -34.5% | +61.8% | +34.1% |
| 6M | -0.3% | +7.0% | -7.3% | -10.5% |
| YTD | -40.5% | +95.6% | -136.1% | -57.0% |
| 1Y | -61.5% | +197.2% | -258.7% | -76.9% |
| 3Y | +8.2% | +232.0% | -223.8% | -39.3% |
| 5Y | -73.4% | +102.2% | -175.6% | -79.2% |
| All | -50.3% | +99.5% | -149.8% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling