+93.4%
META vs DOCS
+50.6%
+42.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -3.4% |
| 7D | -3.1% | -1.3% | -1.8% | -3.0% |
| 30D | -18.1% | +19.4% | -37.5% | -19.9% |
| 3M | +2.9% | +53.4% | -50.5% | -3.2% |
| 6M | +0.2% | +28.8% | -28.6% | -4.2% |
| YTD | -8.1% | -25.1% | +17.0% | -5.9% |
| 1Y | -4.5% | -48.1% | +43.6% | +2.6% |
| All | +93.4% | +50.6% | +42.8% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling