+154.9%
NET vs DOCS
-15.8%
+170.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.3% | -8.9% | -4.8% |
| 7D | -16.4% | +1.2% | -17.6% | -16.8% |
| 30D | -25.8% | +21.3% | -47.2% | -31.0% |
| 3M | -11.5% | +58.4% | -69.9% | -26.8% |
| 6M | +18.9% | +39.3% | -20.4% | +0.5% |
| YTD | +35.2% | -21.7% | +56.9% | +40.0% |
| 1Y | +14.5% | -47.3% | +61.8% | +36.4% |
| 3Y | +313.8% | +58.2% | +255.6% | +177.7% |
| 5Y | +32.6% | -52.3% | +84.9% | +21.9% |
| All | +154.9% | -15.8% | +170.7% | +145.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling