-61.3%
JD vs DOCS
-73.4%
+12.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.6% | +2.3% |
| 7D | -1.7% | -1.4% | -0.2% | -1.5% |
| 30D | -13.2% | +21.8% | -35.0% | -16.8% |
| 3M | -3.2% | +27.3% | -30.5% | -8.1% |
| 6M | +15.2% | -0.3% | +15.6% | +12.7% |
| YTD | +2.0% | -40.5% | +42.5% | +8.9% |
| 1Y | -5.4% | -61.5% | +56.2% | +9.3% |
| 3Y | -9.1% | +8.2% | -17.3% | -23.7% |
| All | -61.3% | -73.4% | +12.2% | -61.4% |
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