+202.8%
TER vs DOCS
-73.4%
+276.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.8% | +8.3% | +5.9% |
| 7D | +0.6% | -1.4% | +2.0% | +0.8% |
| 30D | -8.3% | +21.8% | -30.1% | -12.1% |
| 3M | -12.2% | +27.3% | -39.5% | -17.1% |
| 6M | +17.1% | -0.3% | +17.4% | +14.4% |
| YTD | +84.7% | -40.5% | +125.2% | +97.7% |
| 1Y | +199.9% | -61.5% | +261.5% | +251.3% |
| 3Y | +232.8% | +8.2% | +224.6% | +187.1% |
| All | +202.8% | -73.4% | +276.3% | +213.6% |
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