+43.1%
EXC vs DOCS
-53.1%
+96.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | +1.6% |
| 7D | +3.3% | +1.2% | +2.1% | +3.3% |
| 30D | +13.3% | +21.3% | -8.0% | +13.0% |
| 3M | +1.8% | +58.4% | -56.5% | +1.3% |
| 6M | +1.1% | +39.3% | -38.2% | +0.6% |
| YTD | +9.0% | -21.7% | +30.7% | +9.4% |
| 1Y | +3.4% | -47.3% | +50.7% | +4.4% |
| 3Y | +27.7% | +58.2% | -30.5% | +23.7% |
| 5Y | +43.1% | -52.3% | +95.4% | +39.2% |
| All | +43.1% | -53.1% | +96.3% | +39.2% |
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 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