-1.6%
EW vs DOCS
-21.0%
+19.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.5% |
| 7D | +11.0% | -0.8% | +11.8% | +11.1% |
| 30D | +19.1% | +17.4% | +1.7% | +17.2% |
| 3M | +14.4% | +57.4% | -43.0% | +8.7% |
| 6M | +22.8% | +26.5% | -3.8% | +18.6% |
| YTD | +19.8% | -26.6% | +46.4% | +21.7% |
| 1Y | +23.9% | -48.1% | +71.9% | +30.1% |
| 3Y | +52.2% | +52.6% | -0.4% | +35.9% |
| 5Y | -13.9% | -52.1% | +38.2% | -19.6% |
| All | -1.6% | -21.0% | +19.4% | -4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling