+130.6%
SPOT vs DOCS
-19.3%
+149.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | 0.0% |
| 7D | -3.0% | -4.2% | +1.2% | -2.1% |
| 30D | +15.2% | +8.6% | +6.6% | +13.1% |
| 3M | +21.6% | +27.2% | -5.7% | +15.1% |
| 6M | +45.2% | +26.5% | +18.7% | +34.6% |
| YTD | +4.9% | -25.0% | +29.9% | +8.2% |
| 1Y | -4.8% | -37.0% | +32.2% | +1.6% |
| 3Y | +256.3% | +39.4% | +216.8% | +185.6% |
| 5Y | +120.2% | -56.7% | +176.9% | +110.2% |
| All | +130.6% | -19.3% | +149.9% | +114.8% |
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 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