-18.8%
PATH vs DOCS
+57.4%
-76.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.5% | +1.2% |
| 7D | -4.8% | +1.2% | -6.0% | -5.1% |
| 30D | +2.7% | +21.3% | -18.6% | -2.6% |
| 3M | -4.2% | +58.4% | -62.6% | -15.6% |
| 6M | +24.7% | +39.3% | -14.5% | +12.2% |
| YTD | -17.6% | -21.7% | +4.1% | -16.4% |
| 1Y | -5.3% | -47.3% | +42.0% | +3.9% |
| All | -18.8% | +57.4% | -76.1% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling