+21.0%
O vs DOCS
-19.4%
+40.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.6% |
| 7D | +4.5% | -1.3% | +5.9% | +4.6% |
| 30D | +10.2% | +19.4% | -9.2% | +9.5% |
| 3M | -3.8% | +53.4% | -57.2% | -5.4% |
| 6M | -3.8% | +28.8% | -32.6% | -5.0% |
| YTD | +10.3% | -25.1% | +35.4% | +11.1% |
| 1Y | +11.9% | -48.1% | +60.0% | +14.3% |
| 3Y | +38.1% | +51.4% | -13.2% | +31.7% |
| 5Y | +11.1% | -51.1% | +62.2% | +7.7% |
| All | +21.0% | -19.4% | +40.4% | +17.3% |
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 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