+159.7%
MAR vs DOCS
-54.0%
+213.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.3% |
| 7D | +4.4% | -1.3% | +5.7% | +4.6% |
| 30D | +15.5% | +19.4% | -3.9% | +13.1% |
| 3M | +15.7% | +53.4% | -37.7% | +9.0% |
| 6M | +18.2% | +28.8% | -10.6% | +13.0% |
| YTD | +35.3% | -25.1% | +60.4% | +38.3% |
| 1Y | +48.6% | -48.1% | +96.8% | +59.5% |
| 3Y | +124.3% | +51.4% | +73.0% | +97.0% |
| 5Y | +159.7% | -51.1% | +210.8% | +145.8% |
| All | +159.7% | -54.0% | +213.7% | +145.8% |
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