-69.4%
U vs DOCS
-73.4%
+4.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.2% |
| 7D | -3.8% | -1.4% | -2.4% | -3.2% |
| 30D | +17.5% | +21.8% | -4.4% | +4.3% |
| 3M | +38.7% | +27.3% | +11.4% | +20.7% |
| 6M | +104.4% | -0.3% | +104.8% | +93.7% |
| YTD | -5.7% | -40.5% | +34.8% | +13.6% |
| 1Y | +3.7% | -61.5% | +65.2% | +51.4% |
| 3Y | +12.3% | +8.2% | +4.2% | -26.3% |
| All | -69.4% | -73.4% | +4.0% | -64.7% |
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 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