-7.2%
JD vs DOCS
-39.5%
+32.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.3% |
| 7D | +5.2% | -0.6% | +5.8% | +5.2% |
| 30D | +4.5% | +6.3% | -1.8% | +4.5% |
| 3M | -15.4% | +26.5% | -41.9% | -15.1% |
| 6M | -6.0% | +24.8% | -30.8% | -6.2% |
| YTD | +2.2% | -26.8% | +28.9% | +1.9% |
| All | -7.2% | -39.5% | +32.2% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling