+67.6%
SPY vs DOCS
-51.8%
+119.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | -5.4% | +17.4% | -22.8% | -6.9% |
| 3M | -4.1% | +57.4% | -61.4% | -8.9% |
| 6M | +0.7% | +26.5% | -25.8% | -2.7% |
| YTD | +8.7% | -26.6% | +35.2% | +10.8% |
| 1Y | +10.9% | -48.1% | +58.9% | +17.2% |
| 3Y | +75.0% | +52.6% | +22.4% | +56.8% |
| All | +67.6% | -51.8% | +119.5% | +62.2% |
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 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