+10.2%
O vs DOCS
-53.5%
+63.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.1% |
| 7D | +0.6% | -4.2% | +4.8% | +0.8% |
| 30D | +9.4% | +8.6% | +0.8% | +9.0% |
| 3M | -2.4% | +27.2% | -29.6% | -3.4% |
| 6M | -1.9% | +26.5% | -28.4% | -3.2% |
| YTD | +10.5% | -25.0% | +35.4% | +11.4% |
| 1Y | +10.0% | -37.0% | +47.0% | +11.9% |
| 3Y | +40.5% | +39.4% | +1.1% | +32.6% |
| 5Y | +10.2% | -56.7% | +66.9% | +9.1% |
| All | +10.2% | -53.5% | +63.7% | +9.1% |
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