+89.4%
META vs DOCS
-53.1%
+142.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.3% | -4.9% | +0.2% |
| 7D | +2.9% | +1.2% | +1.6% | +2.6% |
| 30D | -15.1% | +21.3% | -36.4% | -18.5% |
| 3M | +7.2% | +58.4% | -51.1% | -3.8% |
| 6M | +3.4% | +39.3% | -35.9% | -5.9% |
| YTD | -4.3% | -21.7% | +17.4% | -2.0% |
| 1Y | +0.8% | -47.3% | +48.1% | +12.1% |
| 3Y | +102.2% | +58.2% | +44.0% | +58.5% |
| 5Y | +89.4% | -52.3% | +141.7% | +74.4% |
| All | +89.4% | -53.1% | +142.5% | +74.4% |
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