-34.8%
DOW vs DOCS
-20.2%
-14.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | -9.4% | 0.0% | -9.4% | -9.4% |
| 30D | +8.9% | +7.8% | +1.2% | +8.4% |
| 3M | +6.7% | +20.0% | -13.2% | +5.4% |
| 6M | -14.2% | +26.5% | -40.7% | -16.1% |
| YTD | +36.9% | -25.8% | +62.7% | +38.9% |
| 1Y | +45.8% | -39.5% | +85.2% | +50.3% |
| 3Y | -23.9% | +60.3% | -84.2% | -28.9% |
| 5Y | -30.8% | -57.0% | +26.3% | -32.5% |
| All | -34.8% | -20.2% | -14.6% | -38.0% |
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