+6.2%
DRAM vs DOCS
+38.8%
-32.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.3% | -11.7% | -4.3% |
| 7D | -16.6% | +1.2% | -17.9% | -16.4% |
| 30D | -26.9% | +21.3% | -48.2% | -24.4% |
| 3M | -17.8% | +58.4% | -76.2% | -10.9% |
| 6M | +6.2% | +39.3% | -33.1% | +17.1% |
| All | +6.2% | +38.8% | -32.6% | +17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling