-2.9%
EW vs DOCS
-19.4%
+16.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +1.9% |
| 7D | +6.8% | -1.3% | +8.1% | +6.9% |
| 30D | +16.6% | +19.4% | -2.8% | +14.6% |
| 3M | +13.3% | +53.4% | -40.1% | +8.0% |
| 6M | +21.6% | +28.8% | -7.2% | +17.3% |
| YTD | +18.3% | -25.1% | +43.3% | +19.9% |
| 1Y | +21.7% | -48.1% | +69.9% | +27.9% |
| 3Y | +50.3% | +51.4% | -1.0% | +34.4% |
| 5Y | -15.0% | -51.1% | +36.1% | -20.8% |
| All | -2.9% | -19.4% | +16.5% | -6.0% |
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