+66.5%
EXC vs DOCS
-36.0%
+102.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -1.0% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | -3.7% | +21.8% | -25.5% | -4.0% |
| 3M | -1.3% | +27.3% | -28.6% | -1.6% |
| 6M | -9.7% | -0.3% | -9.4% | -9.8% |
| YTD | +2.9% | -40.5% | +43.4% | +3.5% |
| 1Y | +4.4% | -61.5% | +65.9% | +5.8% |
| 3Y | +22.2% | +8.2% | +14.0% | +19.6% |
| 5Y | +46.7% | -73.4% | +120.1% | +44.1% |
| All | +66.5% | -36.0% | +102.5% | +63.2% |
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