+61.2%
IR vs DOCS
-36.0%
+97.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.0% | +1.5% |
| 7D | -2.8% | -1.4% | -1.4% | -2.7% |
| 30D | -15.1% | +21.8% | -37.0% | -17.3% |
| 3M | +6.1% | +27.3% | -21.2% | +2.8% |
| 6M | -16.8% | -0.3% | -16.5% | -17.8% |
| YTD | -3.5% | -40.5% | +37.0% | +0.6% |
| 1Y | -3.5% | -61.5% | +58.1% | +5.6% |
| 3Y | +9.5% | +8.2% | +1.3% | +1.7% |
| 5Y | +45.1% | -73.4% | +118.5% | +46.8% |
| All | +61.2% | -36.0% | +97.2% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling