+118.5%
SPOT vs DOCS
-54.3%
+172.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +15.1% | +7.8% | +7.3% | +13.0% |
| 3M | +24.8% | +20.0% | +4.8% | +18.9% |
| 6M | +45.8% | +26.5% | +19.3% | +34.0% |
| YTD | +4.9% | -25.8% | +30.7% | +9.0% |
| 1Y | -1.3% | -39.5% | +38.2% | +7.5% |
| 3Y | +257.7% | +60.3% | +197.4% | +155.4% |
| 5Y | +118.5% | -57.0% | +175.5% | +112.9% |
| All | +118.5% | -54.3% | +172.9% | +112.9% |
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