+74.1%
EXC vs DOCS
-21.0%
+95.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.9% |
| 7D | -1.2% | -0.8% | -0.4% | -1.2% |
| 30D | +10.0% | +17.4% | -7.5% | +9.7% |
| 3M | +1.6% | +57.4% | -55.7% | +1.0% |
| 6M | +3.3% | +26.5% | -23.3% | +2.9% |
| YTD | +7.6% | -26.6% | +34.1% | +7.9% |
| 1Y | +3.5% | -48.1% | +51.5% | +4.4% |
| 3Y | +27.7% | +52.6% | -25.0% | +24.2% |
| 5Y | +41.1% | -52.1% | +93.2% | +38.3% |
| All | +74.1% | -21.0% | +95.1% | +70.2% |
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 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