+127.3%
JPM vs DOCS
-54.0%
+181.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.3% | +0.1% | -3.9% |
| 7D | -1.8% | -1.3% | -0.5% | -1.7% |
| 30D | +1.8% | +19.4% | -17.6% | +0.5% |
| 3M | -5.6% | +53.4% | -59.0% | -9.1% |
| 6M | +10.1% | +28.8% | -18.7% | +7.1% |
| YTD | +6.7% | -25.1% | +31.8% | +8.2% |
| 1Y | +10.3% | -48.1% | +58.5% | +15.2% |
| 3Y | +151.4% | +51.4% | +100.0% | +133.7% |
| 5Y | +127.3% | -51.1% | +178.4% | +119.5% |
| All | +127.3% | -54.0% | +181.2% | +119.5% |
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