+79.6%
IR vs DOCS
-19.3%
+98.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.2% |
| 7D | +1.1% | -4.2% | +5.3% | +1.5% |
| 30D | +7.6% | +8.6% | -1.1% | +6.6% |
| 3M | +0.1% | +27.2% | -27.1% | -2.5% |
| 6M | +14.0% | +26.5% | -12.5% | +9.9% |
| YTD | +7.5% | -25.0% | +32.5% | +9.3% |
| 1Y | +10.1% | -37.0% | +47.1% | +14.2% |
| 3Y | +24.9% | +39.4% | -14.6% | +13.1% |
| 5Y | +46.9% | -56.7% | +103.5% | +43.3% |
| All | +79.6% | -19.3% | +98.9% | +71.4% |
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 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