-29.6%
GEV vs DOCS
+33.3%
-62.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.3% | -3.2% | -8.1% |
| 7D | -13.2% | -1.3% | -11.9% | -13.2% |
| 30D | -25.1% | +19.4% | -44.5% | -23.1% |
| 3M | -24.3% | +53.4% | -77.7% | -19.6% |
| 6M | -29.6% | +28.8% | -58.3% | -26.6% |
| All | -29.6% | +33.3% | -62.9% | -26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling