+1,144.9%
FIX vs DOCS
-19.4%
+1,164.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.3% | -7.3% | -11.2% |
| 7D | -27.2% | -1.3% | -25.9% | -27.2% |
| 30D | -46.9% | +19.4% | -66.3% | -47.8% |
| 3M | -44.4% | +53.4% | -97.8% | -47.1% |
| 6M | -50.9% | +28.8% | -79.7% | -52.7% |
| YTD | +3.5% | -25.1% | +28.6% | +5.8% |
| 1Y | -2.1% | -48.1% | +46.0% | +4.5% |
| 3Y | +418.7% | +51.4% | +367.4% | +386.7% |
| 5Y | +894.6% | -51.1% | +945.6% | +881.8% |
| All | +1,144.9% | -19.4% | +1,164.3% | +1,130.0% |
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