-38.0%
DOW vs DOCS
-36.0%
-2.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.3% | -2.9% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | +0.4% | +21.8% | -21.4% | -1.3% |
| 3M | -14.4% | +27.3% | -41.7% | -16.1% |
| 6M | -7.0% | -0.3% | -6.6% | -7.7% |
| YTD | +30.2% | -40.5% | +70.7% | +34.0% |
| 1Y | +29.2% | -61.5% | +90.7% | +37.7% |
| 3Y | -36.7% | +8.2% | -44.9% | -39.2% |
| 5Y | -37.7% | -73.4% | +35.7% | -37.8% |
| All | -38.0% | -36.0% | -2.0% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling