+2,105.4%
FIX vs DOCS
-73.4%
+2,178.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.2% |
| 7D | +6.0% | -1.4% | +7.5% | +6.2% |
| 30D | -7.2% | +21.8% | -29.1% | -9.8% |
| 3M | -15.9% | +27.3% | -43.1% | -18.9% |
| 6M | +12.7% | -0.3% | +13.1% | +11.2% |
| YTD | +72.8% | -40.5% | +113.3% | +81.8% |
| 1Y | +122.9% | -61.5% | +184.4% | +148.8% |
| 3Y | +774.3% | +8.2% | +766.2% | +741.9% |
| All | +2,105.4% | -73.4% | +2,178.8% | +2,119.4% |
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