+77.6%
EXC vs DOCS
-19.4%
+97.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.7% |
| 7D | +1.4% | -1.3% | +2.7% | +1.4% |
| 30D | +11.6% | +19.4% | -7.8% | +11.4% |
| 3M | +2.7% | +53.4% | -50.7% | +2.1% |
| 6M | +2.7% | +28.8% | -26.1% | +2.2% |
| YTD | +9.7% | -25.1% | +34.8% | +10.1% |
| 1Y | +4.5% | -48.1% | +52.7% | +5.5% |
| 3Y | +28.5% | +51.4% | -22.9% | +25.0% |
| 5Y | +43.9% | -51.1% | +95.0% | +41.1% |
| All | +77.6% | -19.4% | +97.0% | +73.5% |
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