+43.2%
TER vs DOCS
-47.4%
+90.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.3% | -13.2% | -5.7% |
| 7D | -19.9% | +1.2% | -21.1% | -19.6% |
| 30D | -43.5% | +21.3% | -64.8% | -41.6% |
| 3M | -37.8% | +58.4% | -96.2% | -32.4% |
| 6M | -25.6% | +39.3% | -64.9% | -18.4% |
| YTD | +29.8% | -21.7% | +51.5% | +39.7% |
| 1Y | +43.2% | -47.3% | +90.5% | +66.2% |
| All | +43.2% | -47.4% | +90.6% | +66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling