+155.3%
JPM vs DOCS
-73.4%
+228.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.7% |
| 7D | +0.3% | -1.4% | +1.7% | +0.4% |
| 30D | -0.2% | +21.8% | -22.0% | -2.0% |
| 3M | +15.9% | +27.3% | -11.4% | +13.3% |
| 6M | +20.9% | -0.3% | +21.3% | +20.0% |
| YTD | +12.9% | -40.5% | +53.4% | +16.4% |
| 1Y | +20.3% | -61.5% | +81.8% | +28.2% |
| 3Y | +160.9% | +8.2% | +152.8% | +150.1% |
| All | +155.3% | -73.4% | +228.7% | +157.8% |
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 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