+62.8%
META vs DOCS
-73.4%
+136.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.6% |
| 7D | +6.7% | -1.4% | +8.1% | +7.0% |
| 30D | +4.8% | +21.8% | -17.1% | -0.6% |
| 3M | -1.6% | +27.3% | -28.9% | -7.5% |
| 6M | -7.5% | -0.3% | -7.1% | -9.7% |
| YTD | -6.4% | -40.5% | +34.1% | +1.5% |
| 1Y | -17.3% | -61.5% | +44.2% | -1.9% |
| 3Y | +109.9% | +8.2% | +101.8% | +80.6% |
| All | +62.8% | -73.4% | +136.2% | +72.6% |
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