+72.8%
IR vs DOCS
-19.4%
+92.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -2.3% |
| 7D | +2.3% | -1.3% | +3.6% | +2.4% |
| 30D | +3.3% | +19.4% | -16.1% | +1.4% |
| 3M | -9.0% | +53.4% | -62.4% | -13.5% |
| 6M | +8.0% | +28.8% | -20.7% | +4.0% |
| YTD | +3.4% | -25.1% | +28.5% | +5.2% |
| 1Y | +4.5% | -48.1% | +52.7% | +10.8% |
| 3Y | +25.6% | +51.4% | -25.8% | +12.3% |
| 5Y | +43.8% | -51.1% | +94.9% | +39.3% |
| All | +72.8% | -19.4% | +92.2% | +64.9% |
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