-57.9%
JD vs DOCS
-54.0%
-3.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.3% | +7.6% | +4.0% |
| 7D | +11.7% | -1.3% | +13.1% | +11.9% |
| 30D | +8.1% | +19.4% | -11.3% | +4.9% |
| 3M | -12.0% | +53.4% | -65.4% | -19.0% |
| 6M | -3.5% | +28.8% | -32.3% | -9.5% |
| YTD | +3.3% | -25.1% | +28.4% | +6.3% |
| 1Y | -7.4% | -48.1% | +40.7% | +1.9% |
| 3Y | +16.6% | +51.4% | -34.8% | -9.9% |
| 5Y | -57.9% | -51.1% | -6.8% | -60.6% |
| All | -57.9% | -54.0% | -3.9% | -60.6% |
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 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