+149.0%
JPM vs DOCS
+32.7%
+116.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +2.7% | +6.3% | -3.6% | +2.4% |
| 3M | -4.5% | +26.5% | -30.9% | -5.8% |
| 6M | +14.3% | +24.8% | -10.5% | +12.3% |
| YTD | +8.2% | -26.8% | +35.0% | +10.1% |
| 1Y | +10.0% | -38.3% | +48.3% | +13.2% |
| 3Y | +149.0% | +36.0% | +112.9% | +143.8% |
| All | +149.0% | +32.7% | +116.3% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling