-50.7%
SE vs DOCS
-49.1%
-1.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.4% |
| 7D | +2.0% | -0.8% | +2.8% | +2.2% |
| 30D | -20.0% | +17.4% | -37.4% | -22.0% |
| 3M | -31.8% | +57.4% | -89.1% | -37.3% |
| 6M | -15.9% | +26.5% | -42.4% | -20.6% |
| YTD | -40.6% | -26.6% | -14.1% | -40.7% |
| 1Y | -50.7% | -48.1% | -2.6% | -50.0% |
| All | -50.7% | -49.1% | -1.5% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling