-68.1%
SE vs DOCS
-73.4%
+5.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | 0.0% |
| 7D | -6.1% | -1.4% | -4.7% | -5.7% |
| 30D | -2.5% | +21.8% | -24.3% | -10.3% |
| 3M | +21.7% | +27.3% | -5.6% | +10.2% |
| 6M | +27.0% | -0.3% | +27.3% | +22.7% |
| YTD | -12.1% | -40.5% | +28.4% | -0.3% |
| 1Y | -40.9% | -61.5% | +20.6% | -23.1% |
| 3Y | +191.0% | +8.2% | +182.8% | +112.0% |
| All | -68.1% | -73.4% | +5.3% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling