-31.4%
TLT vs DOCS
-21.0%
-10.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | +6.2% | +17.4% | -11.2% | +5.9% |
| 3M | +0.1% | +57.4% | -57.3% | -0.7% |
| 6M | -3.0% | +26.5% | -29.5% | -3.5% |
| YTD | -2.7% | -26.6% | +23.8% | -2.5% |
| 1Y | -4.8% | -48.1% | +43.2% | -4.1% |
| 3Y | +6.9% | +52.6% | -45.7% | +5.1% |
| 5Y | -34.5% | -52.1% | +17.6% | -35.4% |
| All | -31.4% | -21.0% | -10.3% | -32.3% |
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 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