-13.4%
EW vs DOCS
-36.0%
+22.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 3M | +2.8% | +27.3% | -24.5% | -0.2% |
| 6M | +5.5% | -0.3% | +5.8% | +4.3% |
| YTD | +5.5% | -40.5% | +45.9% | +9.4% |
| 1Y | +11.0% | -61.5% | +72.6% | +20.2% |
| 3Y | +17.7% | +8.2% | +9.5% | +9.1% |
| 5Y | -25.7% | -73.4% | +47.7% | -29.9% |
| All | -13.4% | -36.0% | +22.6% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling