+158.0%
MAR vs DOCS
-51.8%
+209.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | +4.3% | -0.8% | +5.1% | +4.4% |
| 30D | +16.8% | +17.4% | -0.6% | +14.6% |
| 3M | +16.0% | +57.4% | -41.3% | +8.9% |
| 6M | +16.5% | +26.5% | -10.1% | +11.6% |
| YTD | +35.0% | -26.6% | +61.6% | +38.4% |
| 1Y | +49.4% | -48.1% | +97.4% | +60.1% |
| 3Y | +124.1% | +52.6% | +71.4% | +96.2% |
| All | +158.0% | -51.8% | +209.8% | +144.7% |
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