+10.4%
SKHY vs DOCS
+8.5%
+1.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -7.3% | +12.2% | +3.0% |
| 7D | +15.4% | -7.3% | +22.7% | +13.5% |
| 30D | +34.5% | -10.9% | +45.4% | +31.1% |
| All | +10.4% | +8.5% | +1.9% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling