+128.3%
SPOT vs DOCS
-21.0%
+149.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.2% | -1.4% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | +17.6% | +17.4% | +0.2% | +13.5% |
| 3M | +26.9% | +57.4% | -30.4% | +13.7% |
| 6M | +41.8% | +26.5% | +15.3% | +31.4% |
| YTD | +3.8% | -26.6% | +30.4% | +7.6% |
| 1Y | -2.5% | -48.1% | +45.6% | +8.4% |
| 3Y | +260.6% | +52.6% | +207.9% | +179.7% |
| 5Y | +108.6% | -52.1% | +160.7% | +97.6% |
| All | +128.3% | -21.0% | +149.3% | +113.6% |
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