+39.3%
T vs DOCS
-21.0%
+60.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | +1.0% | -0.8% | +1.8% | +1.0% |
| 30D | -10.6% | +17.4% | -28.0% | -10.8% |
| 3M | -7.7% | +57.4% | -65.1% | -8.5% |
| 6M | -13.3% | +26.5% | -39.9% | -13.8% |
| YTD | -8.8% | -26.6% | +17.8% | -8.4% |
| 1Y | -8.4% | -48.1% | +39.7% | -7.5% |
| 3Y | +59.6% | +52.6% | +7.0% | +56.1% |
| 5Y | +52.1% | -52.1% | +104.2% | +49.2% |
| All | +39.3% | -21.0% | +60.4% | +36.7% |
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