-15.0%
EW vs DOCS
-54.0%
+39.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.0% |
| 7D | +6.8% | -1.3% | +8.1% | +6.9% |
| 30D | +16.6% | +19.4% | -2.8% | +14.1% |
| 3M | +13.3% | +53.4% | -40.1% | +6.8% |
| 6M | +21.6% | +28.8% | -7.2% | +16.3% |
| YTD | +18.3% | -25.1% | +43.3% | +20.5% |
| 1Y | +21.7% | -48.1% | +69.9% | +29.7% |
| 3Y | +50.3% | +51.4% | -1.0% | +28.2% |
| 5Y | -15.0% | -51.1% | +36.1% | -21.6% |
| All | -15.0% | -54.0% | +39.0% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling