+62.6%
IWM vs DOCS
+50.6%
+12.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.3% | -0.3% | -4.2% |
| 7D | -4.6% | -1.3% | -3.2% | -4.5% |
| 30D | -3.7% | +19.4% | -23.1% | -5.1% |
| 3M | -9.4% | +53.4% | -62.8% | -13.1% |
| 6M | -3.6% | +28.8% | -32.4% | -6.6% |
| YTD | +10.8% | -25.1% | +35.9% | +13.4% |
| 1Y | +11.9% | -48.1% | +60.0% | +19.0% |
| All | +62.6% | +50.6% | +12.0% | +49.6% |
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 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