+6.6%
LOW vs DOCS
-54.0%
+60.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.5% |
| 7D | +9.6% | -1.3% | +11.0% | +9.8% |
| 30D | +24.5% | +19.4% | +5.1% | +22.2% |
| 3M | +4.0% | +53.4% | -49.4% | -1.1% |
| 6M | +2.2% | +28.8% | -26.6% | -1.6% |
| YTD | -3.7% | -25.1% | +21.4% | -2.2% |
| 1Y | -0.9% | -48.1% | +47.2% | +4.8% |
| 3Y | +23.8% | +51.4% | -27.5% | +8.1% |
| 5Y | +6.6% | -51.1% | +57.7% | -1.9% |
| All | +6.6% | -54.0% | +60.6% | -1.9% |
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 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