+33.3%
DRAM vs DOCS
+46.7%
-13.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -4.3% | -13.7% | -18.4% |
| 7D | -28.5% | -1.3% | -27.1% | -28.5% |
| 30D | -37.8% | +19.4% | -57.2% | -35.9% |
| 3M | -31.1% | +53.4% | -84.5% | -25.8% |
| 6M | -20.0% | +28.8% | -48.8% | -12.5% |
| All | +33.3% | +46.7% | -13.4% | +45.9% |
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 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