+209.1%
MAR vs DOCS
-20.2%
+229.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +14.0% | +7.8% | +6.2% | +13.1% |
| 3M | +18.1% | +20.0% | -1.9% | +15.7% |
| 6M | +18.6% | +26.5% | -7.9% | +14.4% |
| YTD | +35.3% | -25.8% | +61.0% | +37.8% |
| 1Y | +44.5% | -39.5% | +83.9% | +50.4% |
| 3Y | +120.7% | +60.3% | +60.4% | +99.5% |
| 5Y | +164.1% | -57.0% | +221.1% | +152.0% |
| All | +209.1% | -20.2% | +229.2% | +198.3% |
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