-10.5%
SE vs DOCS
+33.3%
-43.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.3% | -1.4% | -5.0% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | -21.7% | +19.4% | -41.0% | -24.0% |
| 3M | -34.2% | +53.4% | -87.6% | -39.5% |
| 6M | -10.5% | +28.8% | -39.2% | -15.1% |
| All | -10.5% | +33.3% | -43.8% | -15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling