+488.5%
FIX vs DOCS
+57.4%
+431.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +6.3% | -21.4% | -15.5% |
| 7D | -18.9% | +1.2% | -20.1% | -19.0% |
| 30D | -36.3% | +21.3% | -57.6% | -37.2% |
| 3M | -38.5% | +58.4% | -96.9% | -41.1% |
| 6M | -42.3% | +39.3% | -81.6% | -44.3% |
| YTD | +17.1% | -21.7% | +38.8% | +22.4% |
| 1Y | +14.4% | -47.3% | +61.7% | +27.2% |
| All | +488.5% | +57.4% | +431.2% | +490.7% |
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