+404.3%
FLEX vs DOCS
-19.4%
+423.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.3% | -9.3% | -13.2% |
| 7D | -28.3% | -1.3% | -27.0% | -28.2% |
| 30D | -45.0% | +19.4% | -64.4% | -46.0% |
| 3M | -45.2% | +53.4% | -98.6% | -48.0% |
| 6M | -30.8% | +28.8% | -59.6% | -33.6% |
| YTD | +10.4% | -25.1% | +35.5% | +12.9% |
| 1Y | +2.3% | -48.1% | +50.4% | +9.8% |
| 3Y | +238.9% | +51.4% | +187.5% | +205.8% |
| 5Y | +386.0% | -51.1% | +437.1% | +371.4% |
| All | +404.3% | -19.4% | +423.7% | +387.3% |
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 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