+39.1%
IWM vs DOCS
-73.4%
+112.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.6% |
| 7D | +0.1% | -1.4% | +1.5% | +0.3% |
| 30D | -1.3% | +21.8% | -23.1% | -4.5% |
| 3M | +1.6% | +27.3% | -25.7% | -2.4% |
| 6M | +13.6% | -0.3% | +13.9% | +11.8% |
| YTD | +20.8% | -40.5% | +61.2% | +27.3% |
| 1Y | +26.4% | -61.5% | +88.0% | +41.6% |
| 3Y | +60.7% | +8.2% | +52.5% | +46.1% |
| All | +39.1% | -73.4% | +112.6% | +39.7% |
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