+214.6%
MAR vs DOCS
-19.4%
+234.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +14.3% | +8.7% | +5.6% | +13.3% |
| 3M | +20.0% | +32.9% | -12.8% | +16.4% |
| 6M | +21.7% | +25.5% | -3.8% | +17.6% |
| YTD | +37.7% | -25.0% | +62.7% | +40.1% |
| 1Y | +46.8% | -34.9% | +81.7% | +51.6% |
| 3Y | +121.0% | +39.3% | +81.7% | +103.4% |
| 5Y | +183.1% | -54.8% | +237.9% | +169.8% |
| All | +214.6% | -19.4% | +234.0% | +203.3% |
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