+160.0%
JPM vs DOCS
-19.0%
+179.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +3.5% | +2.6% | +0.9% | +3.3% |
| 30D | +3.3% | +11.4% | -8.2% | +2.5% |
| 3M | -4.2% | +25.4% | -29.6% | -5.7% |
| 6M | +16.4% | +42.5% | -26.1% | +12.8% |
| YTD | +9.5% | -24.7% | +34.2% | +10.7% |
| 1Y | +14.0% | -32.9% | +47.0% | +16.2% |
| 3Y | +153.1% | +39.6% | +113.5% | +140.4% |
| 5Y | +134.9% | -54.6% | +189.5% | +129.7% |
| All | +160.0% | -19.0% | +179.0% | +152.1% |
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