-73.5%
SE vs DOCS
-21.3%
-52.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -19.4% | +6.3% | -25.7% | -20.9% |
| 3M | -33.1% | +26.5% | -59.6% | -37.9% |
| 6M | -11.4% | +24.8% | -36.2% | -19.6% |
| YTD | -39.8% | -26.8% | -13.0% | -36.9% |
| 1Y | -50.5% | -38.3% | -12.2% | -45.6% |
| 3Y | +68.9% | +36.0% | +32.8% | +23.3% |
| 5Y | -77.1% | -55.0% | -22.1% | -79.0% |
| All | -73.5% | -21.3% | -52.2% | -75.1% |
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 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