-67.9%
U vs DOCS
-54.0%
-13.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -4.3% | +19.2% | +16.9% |
| 7D | +24.3% | -1.3% | +25.6% | +24.6% |
| 30D | +8.6% | +19.4% | -10.8% | -0.2% |
| 3M | +37.6% | +53.4% | -15.8% | +8.9% |
| 6M | +78.5% | +28.8% | +49.7% | +49.4% |
| YTD | +10.5% | -25.1% | +35.5% | +19.7% |
| 1Y | +15.2% | -48.1% | +63.4% | +47.0% |
| 3Y | +76.6% | +51.4% | +25.2% | -7.2% |
| 5Y | -67.9% | -51.1% | -16.8% | -70.9% |
| All | -67.9% | -54.0% | -13.9% | -70.9% |
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