+84.9%
SPY vs DOCS
-19.4%
+104.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.1% | -4.0% |
| 7D | -4.7% | -1.3% | -3.4% | -4.6% |
| 30D | -5.9% | +19.4% | -25.3% | -7.3% |
| 3M | -4.5% | +53.4% | -57.9% | -8.4% |
| 6M | +1.8% | +28.8% | -27.0% | -1.4% |
| YTD | +8.3% | -25.1% | +33.4% | +9.9% |
| 1Y | +9.3% | -48.1% | +57.5% | +14.5% |
| 3Y | +74.9% | +51.4% | +23.5% | +61.1% |
| 5Y | +67.3% | -51.1% | +118.4% | +61.1% |
| All | +84.9% | -19.4% | +104.4% | +79.2% |
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