+20.1%
O vs DOCS
-21.0%
+41.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | +3.7% | -0.8% | +4.5% | +3.7% |
| 30D | +11.2% | +17.4% | -6.2% | +10.6% |
| 3M | -4.0% | +57.4% | -61.3% | -5.7% |
| 6M | -5.2% | +26.5% | -31.8% | -6.4% |
| YTD | +9.5% | -26.6% | +36.1% | +10.3% |
| 1Y | +10.6% | -48.1% | +58.6% | +12.9% |
| 3Y | +38.1% | +52.6% | -14.5% | +31.6% |
| 5Y | +10.2% | -52.1% | +62.3% | +6.9% |
| All | +20.1% | -21.0% | +41.1% | +16.5% |
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