-33.9%
DOW vs DOCS
-21.0%
-12.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.7% |
| 7D | -9.5% | -0.8% | -8.7% | -9.5% |
| 30D | +13.1% | +17.4% | -4.3% | +11.9% |
| 3M | +4.8% | +57.4% | -52.5% | +1.4% |
| 6M | -16.7% | +26.5% | -43.2% | -18.5% |
| YTD | +38.9% | -26.6% | +65.4% | +41.0% |
| 1Y | +48.3% | -48.1% | +96.3% | +54.6% |
| 3Y | -24.4% | +52.6% | -77.0% | -29.0% |
| 5Y | -29.2% | -52.1% | +22.9% | -31.1% |
| All | -33.9% | -21.0% | -12.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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