+30.4%
LOW vs DOCS
-21.0%
+51.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | +7.4% | -0.8% | +8.2% | +7.5% |
| 30D | +24.5% | +17.4% | +7.1% | +22.6% |
| 3M | +3.5% | +57.4% | -53.9% | -1.3% |
| 6M | -2.6% | +26.5% | -29.1% | -5.7% |
| YTD | -4.8% | -26.6% | +21.7% | -3.4% |
| 1Y | -0.8% | -48.1% | +47.2% | +4.0% |
| 3Y | +22.8% | +52.6% | -29.8% | +9.9% |
| 5Y | +5.3% | -52.1% | +57.4% | -0.4% |
| All | +30.4% | -21.0% | +51.4% | +20.9% |
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