-11.0%
F vs DOCS
-53.1%
+42.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | +2.2% |
| 7D | +6.0% | +1.2% | +4.8% | +5.9% |
| 30D | +4.3% | +21.3% | -17.0% | +1.8% |
| 3M | -10.1% | +58.4% | -68.4% | -15.6% |
| 6M | +12.8% | +39.3% | -26.5% | +6.3% |
| YTD | -0.1% | -21.7% | +21.6% | +2.0% |
| 1Y | +3.7% | -47.3% | +51.0% | +12.3% |
| 3Y | +42.7% | +58.2% | -15.5% | +17.1% |
| 5Y | -11.0% | -52.3% | +41.3% | -14.9% |
| All | -11.0% | -53.1% | +42.1% | -14.9% |
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