+8.0%
U vs DOCS
+9.5%
-1.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.3% |
| 7D | -3.8% | -1.4% | -2.4% | -3.5% |
| 30D | +17.5% | +21.8% | -4.4% | +10.3% |
| 3M | +38.7% | +27.3% | +11.4% | +28.9% |
| 6M | +104.4% | -0.3% | +104.8% | +99.3% |
| YTD | -5.7% | -40.5% | +34.8% | +4.1% |
| 1Y | +3.7% | -61.5% | +65.2% | +26.1% |
| All | +8.0% | +9.5% | -1.5% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling