-14.3%
T vs DOCS
+38.8%
-53.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.3% | -4.3% | +1.9% |
| 7D | +5.5% | +1.2% | +4.2% | +5.4% |
| 30D | -8.9% | +21.3% | -30.2% | -9.3% |
| 3M | -5.6% | +58.4% | -64.0% | -6.5% |
| 6M | -14.3% | +39.3% | -53.6% | -15.3% |
| All | -14.3% | +38.8% | -53.1% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling