+18.1%
EW vs DOCS
-47.4%
+65.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.3% | -2.0% | +4.1% |
| 7D | +8.3% | +1.2% | +7.0% | +8.2% |
| 30D | +13.9% | +21.3% | -7.4% | +13.1% |
| 3M | +10.9% | +58.4% | -47.5% | +8.8% |
| 6M | +19.2% | +39.3% | -20.0% | +16.7% |
| YTD | +16.6% | -21.7% | +38.3% | +13.9% |
| 1Y | +18.1% | -47.3% | +65.4% | +17.9% |
| All | +18.1% | -47.4% | +65.5% | +17.9% |
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