+80.3%
SE vs DOCS
+57.4%
+22.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.3% | -1.9% | +3.6% |
| 7D | +6.7% | +1.2% | +5.4% | +6.5% |
| 30D | -17.2% | +21.3% | -38.5% | -19.4% |
| 3M | -28.0% | +58.4% | -86.4% | -33.1% |
| 6M | -6.1% | +39.3% | -45.4% | -11.6% |
| YTD | -37.1% | -21.7% | -15.4% | -36.7% |
| 1Y | -48.8% | -47.3% | -1.4% | -46.0% |
| All | +80.3% | +57.4% | +22.9% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling