-30.4%
DOW vs DOCS
-19.0%
-11.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | +5.2% | +2.6% | +2.7% | +5.1% |
| 30D | +13.2% | +11.4% | +1.8% | +12.4% |
| 3M | +10.1% | +25.4% | -15.3% | +8.4% |
| 6M | -13.1% | +42.5% | -55.6% | -15.7% |
| YTD | +46.1% | -24.7% | +70.8% | +48.1% |
| 1Y | +50.0% | -32.9% | +83.0% | +53.5% |
| 3Y | -20.2% | +39.6% | -59.9% | -24.5% |
| 5Y | -27.7% | -54.6% | +26.9% | -29.6% |
| All | -30.4% | -19.0% | -11.4% | -33.9% |
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