+30.6%
F vs DOCS
-36.0%
+66.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.2% | +1.7% |
| 7D | +5.3% | -1.4% | +6.8% | +5.5% |
| 30D | +4.6% | +21.8% | -17.2% | +1.9% |
| 3M | -3.7% | +27.3% | -31.0% | -6.7% |
| 6M | +16.8% | -0.3% | +17.2% | +15.1% |
| YTD | +15.3% | -40.5% | +55.8% | +20.7% |
| 1Y | +31.0% | -61.5% | +92.6% | +44.7% |
| 3Y | +45.4% | +8.2% | +37.3% | +31.2% |
| 5Y | +54.7% | -73.4% | +128.1% | +49.9% |
| All | +30.6% | -36.0% | +66.6% | +27.1% |
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