+1.7%
LOW vs DOCS
-40.0%
+41.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +25.1% |
| 3M | +6.6% | +26.5% | -19.9% | +5.4% |
| 6M | +2.4% | +24.8% | -22.4% | +0.6% |
| YTD | -1.7% | -26.8% | +25.0% | -3.4% |
| 1Y | +1.7% | -38.3% | +40.0% | +3.0% |
| All | +1.7% | -40.0% | +41.6% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling