+124.0%
JPM vs DOCS
-51.8%
+175.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +1.5% | +17.4% | -15.9% | +0.3% |
| 3M | -5.7% | +57.4% | -63.0% | -9.3% |
| 6M | +7.2% | +26.5% | -19.3% | +4.4% |
| YTD | +5.8% | -26.6% | +32.4% | +7.4% |
| 1Y | +8.8% | -48.1% | +56.8% | +13.5% |
| 3Y | +147.4% | +52.6% | +94.8% | +129.7% |
| All | +124.0% | -51.8% | +175.8% | +117.1% |
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 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