-26.3%
EW vs DOCS
-73.4%
+47.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.4% |
| 7D | -0.3% | -1.4% | +1.1% | -0.2% |
| 30D | +1.0% | +21.8% | -20.8% | -1.9% |
| 3M | +2.8% | +27.3% | -24.5% | -0.8% |
| 6M | +5.5% | -0.3% | +5.8% | +4.1% |
| YTD | +5.5% | -40.5% | +45.9% | +10.4% |
| 1Y | +11.0% | -61.5% | +72.6% | +22.4% |
| 3Y | +17.7% | +8.2% | +9.5% | +6.0% |
| All | -26.3% | -73.4% | +47.1% | -26.7% |
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