+178.8%
TER vs DOCS
-36.0%
+214.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.7% |
| 3M | -12.2% | +27.3% | -39.5% | -16.6% |
| 6M | +17.1% | -0.3% | +17.4% | +14.6% |
| YTD | +84.7% | -40.5% | +125.2% | +96.1% |
| 1Y | +199.9% | -61.5% | +261.5% | +244.6% |
| 3Y | +232.8% | +8.2% | +224.6% | +196.0% |
| 5Y | +198.6% | -73.4% | +272.0% | +195.5% |
| All | +178.8% | -36.0% | +214.8% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling