-60.6%
JD vs DOCS
-53.1%
-7.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.3% | -3.3% | +2.0% |
| 7D | +9.0% | +1.2% | +7.7% | +8.7% |
| 30D | +5.2% | +21.3% | -16.1% | +1.8% |
| 3M | -15.9% | +58.4% | -74.3% | -23.0% |
| 6M | -7.7% | +39.3% | -47.0% | -14.6% |
| YTD | +0.1% | -21.7% | +21.8% | +2.2% |
| 1Y | -9.7% | -47.3% | +37.6% | -0.8% |
| 3Y | +12.9% | +58.2% | -45.3% | -13.4% |
| 5Y | -60.6% | -52.3% | -8.3% | -63.0% |
| All | -60.6% | -53.1% | -7.4% | -63.0% |
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