+17.8%
GM vs DOCS
+33.3%
-15.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.9% | -3.2% |
| 7D | +4.2% | -1.3% | +5.5% | +4.2% |
| 30D | +8.9% | +19.4% | -10.5% | +8.5% |
| 3M | +0.4% | +53.4% | -53.0% | -0.2% |
| 6M | +17.8% | +28.8% | -10.9% | +16.3% |
| All | +17.8% | +33.3% | -15.5% | +16.3% |
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 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