+70.4%
IWM vs DOCS
+57.4%
+13.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.3% | -4.8% | +1.0% |
| 7D | +1.0% | +1.2% | -0.3% | +0.8% |
| 30D | +0.2% | +21.3% | -21.1% | -1.5% |
| 3M | -5.6% | +58.4% | -64.0% | -9.8% |
| 6M | +2.7% | +39.3% | -36.6% | -1.2% |
| YTD | +16.2% | -21.7% | +37.9% | +18.3% |
| 1Y | +18.9% | -47.3% | +66.3% | +26.4% |
| All | +70.4% | +57.4% | +13.0% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling