+75.2%
SO vs DOCS
-36.0%
+111.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.7% |
| 7D | -0.2% | -1.4% | +1.3% | -0.2% |
| 30D | -4.6% | +21.8% | -26.4% | -4.7% |
| 3M | -3.0% | +27.3% | -30.3% | -3.1% |
| 6M | -8.3% | -0.3% | -7.9% | -8.2% |
| YTD | +3.5% | -40.5% | +44.0% | +3.9% |
| 1Y | -0.9% | -61.5% | +60.6% | -0.2% |
| 3Y | +45.4% | +8.2% | +37.2% | +43.9% |
| 5Y | +59.6% | -73.4% | +133.0% | +56.7% |
| All | +75.2% | -36.0% | +111.2% | +71.5% |
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 · 6 months rolling