+48.3%
DOW vs DOCS
-49.1%
+97.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.9% |
| 7D | -9.5% | -0.8% | -8.7% | -9.5% |
| 30D | +13.1% | +17.4% | -4.3% | +14.1% |
| 3M | +4.8% | +57.4% | -52.5% | +7.8% |
| 6M | -16.7% | +26.5% | -43.2% | -14.1% |
| YTD | +38.9% | -26.6% | +65.4% | +46.0% |
| 1Y | +48.3% | -48.1% | +96.3% | +67.1% |
| All | +48.3% | -49.1% | +97.4% | +67.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling