+77.6%
SO vs DOCS
-54.0%
+131.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.3% |
| 7D | +0.4% | -1.3% | +1.7% | +0.4% |
| 30D | +9.2% | +19.4% | -10.1% | +9.2% |
| 3M | +1.1% | +53.4% | -52.3% | +0.9% |
| 6M | -1.1% | +28.8% | -29.8% | -1.2% |
| YTD | +9.7% | -25.1% | +34.7% | +10.1% |
| 1Y | +5.5% | -48.1% | +53.6% | +6.3% |
| 3Y | +47.0% | +51.4% | -4.3% | +44.8% |
| 5Y | +77.6% | -51.1% | +128.7% | +71.3% |
| All | +77.6% | -54.0% | +131.6% | +71.3% |
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 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