+234.4%
PSX vs DOCS
-19.4%
+253.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.3% | -0.6% | -4.7% |
| 7D | -9.7% | -1.3% | -8.4% | -9.7% |
| 30D | -8.4% | +19.4% | -27.8% | -9.1% |
| 3M | +22.6% | +53.4% | -30.8% | +20.3% |
| 6M | +38.8% | +28.8% | +10.0% | +36.8% |
| YTD | +95.5% | -25.1% | +120.5% | +96.6% |
| 1Y | +87.1% | -48.1% | +135.3% | +91.0% |
| 3Y | +133.5% | +51.4% | +82.2% | +127.9% |
| 5Y | +280.9% | -51.1% | +332.0% | +274.8% |
| All | +234.4% | -19.4% | +253.9% | +233.2% |
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