-26.0%
NOW vs DOCS
-54.0%
+27.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.3% | -1.6% | -4.8% |
| 7D | -6.7% | -1.3% | -5.3% | -6.3% |
| 30D | -25.8% | +19.4% | -45.2% | -29.2% |
| 3M | -12.7% | +53.4% | -66.1% | -22.8% |
| 6M | +11.2% | +28.8% | -17.5% | +1.9% |
| YTD | -33.2% | -25.1% | -8.1% | -30.2% |
| 1Y | -41.8% | -48.1% | +6.3% | -34.1% |
| 3Y | -15.7% | +51.4% | -67.0% | -35.0% |
| 5Y | -26.0% | -51.1% | +25.1% | -25.3% |
| All | -26.0% | -54.0% | +27.9% | -25.3% |
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