+245.3%
PSX vs DOCS
-36.0%
+281.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.3% |
| 7D | +4.5% | -1.4% | +6.0% | +4.6% |
| 30D | +26.6% | +21.8% | +4.8% | +25.4% |
| 3M | +39.3% | +27.3% | +12.0% | +37.5% |
| 6M | +56.8% | -0.3% | +57.2% | +56.1% |
| YTD | +101.8% | -40.5% | +142.3% | +104.9% |
| 1Y | +99.6% | -61.5% | +161.2% | +106.2% |
| 3Y | +140.3% | +8.2% | +132.2% | +137.4% |
| 5Y | +339.3% | -73.4% | +412.8% | +337.5% |
| All | +245.3% | -36.0% | +281.3% | +247.2% |
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