-27.9%
DOW vs DOCS
-54.0%
+26.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.9% |
| 7D | -4.9% | -1.3% | -3.5% | -4.8% |
| 30D | +13.6% | +19.4% | -5.8% | +12.2% |
| 3M | +9.0% | +53.4% | -44.4% | +5.3% |
| 6M | -19.9% | +28.8% | -48.7% | -21.9% |
| YTD | +41.4% | -25.1% | +66.5% | +43.9% |
| 1Y | +47.4% | -48.1% | +95.5% | +54.9% |
| 3Y | -23.6% | +51.4% | -74.9% | -29.2% |
| 5Y | -27.9% | -51.1% | +23.2% | -30.4% |
| All | -27.9% | -54.0% | +26.1% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling