+105.3%
SPOT vs DOCS
-36.0%
+141.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.6% |
| 7D | -0.9% | -1.4% | +0.5% | -0.6% |
| 30D | +12.5% | +21.8% | -9.3% | +6.6% |
| 3M | +9.9% | +27.3% | -17.4% | +3.1% |
| 6M | +1.6% | -0.3% | +1.9% | -1.0% |
| YTD | -6.6% | -40.5% | +33.9% | +1.4% |
| 1Y | -22.9% | -61.5% | +38.6% | -8.7% |
| 3Y | +244.3% | +8.2% | +236.1% | +191.0% |
| 5Y | +117.8% | -73.4% | +191.2% | +122.7% |
| All | +105.3% | -36.0% | +141.3% | +101.3% |
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 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