+148.8%
SLV vs DOCS
-36.0%
+184.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.1% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | +6.7% | +21.8% | -15.1% | +5.4% |
| 3M | -10.7% | +27.3% | -38.0% | -12.0% |
| 6M | -20.6% | -0.3% | -20.3% | -21.0% |
| YTD | -7.1% | -40.5% | +33.4% | -5.4% |
| 1Y | +62.0% | -61.5% | +123.5% | +68.4% |
| 3Y | +169.8% | +8.2% | +161.7% | +160.8% |
| 5Y | +161.5% | -73.4% | +234.9% | +160.9% |
| All | +148.8% | -36.0% | +184.8% | +140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling