-20.8%
TGT vs DOCS
-19.4%
-1.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +6.6% | +8.7% | -2.1% | +5.8% |
| 3M | +5.2% | +32.9% | -27.6% | +2.3% |
| 6M | +35.3% | +25.5% | +9.8% | +30.9% |
| YTD | +70.3% | -25.0% | +95.4% | +72.9% |
| 1Y | +81.2% | -34.9% | +116.0% | +86.5% |
| 3Y | +66.9% | +39.3% | +27.6% | +50.7% |
| 5Y | -27.2% | -54.8% | +27.6% | -32.1% |
| All | -20.8% | -19.4% | -1.4% | -24.8% |
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