+34.6%
LOW vs DOCS
-21.3%
+55.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +8.7% | -0.6% | +9.2% | +8.7% |
| 30D | +25.5% | +6.3% | +19.2% | +24.7% |
| 3M | +6.6% | +26.5% | -19.9% | +4.1% |
| 6M | +2.4% | +24.8% | -22.4% | -0.7% |
| YTD | -1.7% | -26.8% | +25.0% | -0.2% |
| 1Y | +1.7% | -38.3% | +40.0% | +4.9% |
| 3Y | +26.6% | +36.0% | -9.5% | +15.0% |
| 5Y | +10.1% | -55.0% | +65.1% | +4.4% |
| All | +34.6% | -21.3% | +55.9% | +24.9% |
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