+44.5%
F vs DOCS
+50.6%
-6.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -1.0% |
| 7D | +1.4% | -1.3% | +2.7% | +1.4% |
| 30D | +2.0% | +19.4% | -17.4% | +1.4% |
| 3M | -10.4% | +53.4% | -63.8% | -11.7% |
| 6M | +9.7% | +28.8% | -19.0% | +8.5% |
| YTD | -1.2% | -25.1% | +23.9% | +1.1% |
| 1Y | 0.0% | -48.1% | +48.2% | +5.1% |
| All | +44.5% | +50.6% | -6.1% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling