-56.9%
JD vs DOCS
-21.3%
-35.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | 0.0% |
| 7D | +5.2% | -0.6% | +5.8% | +5.2% |
| 30D | +4.5% | +6.3% | -1.8% | +3.5% |
| 3M | -15.4% | +26.5% | -41.9% | -18.6% |
| 6M | -6.0% | +24.8% | -30.8% | -10.9% |
| YTD | +2.2% | -26.8% | +28.9% | +4.9% |
| 1Y | -6.7% | -38.3% | +31.6% | -1.6% |
| 3Y | +20.5% | +36.0% | -15.5% | +0.9% |
| 5Y | -58.4% | -55.0% | -3.5% | -60.7% |
| All | -56.9% | -21.3% | -35.6% | -60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling