+232.7%
PSX vs DOCS
-21.0%
+253.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.5% |
| 7D | -13.1% | -0.8% | -12.4% | -13.1% |
| 30D | -9.5% | +17.4% | -26.9% | -10.1% |
| 3M | +20.2% | +57.4% | -37.2% | +17.8% |
| 6M | +44.9% | +26.5% | +18.3% | +42.9% |
| YTD | +94.4% | -26.6% | +121.0% | +95.7% |
| 1Y | +83.1% | -48.1% | +131.1% | +86.8% |
| 3Y | +132.2% | +52.6% | +79.5% | +126.5% |
| 5Y | +278.8% | -52.1% | +330.9% | +273.0% |
| All | +232.7% | -21.0% | +253.7% | +231.7% |
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