+48.2%
IR vs DOCS
-53.1%
+101.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.8% | -1.1% |
| 7D | +11.6% | +1.2% | +10.3% | +11.4% |
| 30D | +7.2% | +21.3% | -14.1% | +4.9% |
| 3M | -5.9% | +58.4% | -64.3% | -11.1% |
| 6M | +11.5% | +39.3% | -27.8% | +6.1% |
| YTD | +6.3% | -21.7% | +28.0% | +8.0% |
| 1Y | +9.1% | -47.3% | +56.4% | +16.4% |
| 3Y | +29.2% | +58.2% | -29.0% | +12.6% |
| 5Y | +48.2% | -52.3% | +100.4% | +44.2% |
| All | +48.2% | -53.1% | +101.3% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling