-63.4%
U vs DOCS
-36.0%
-27.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | +38.7% | +27.3% | +11.4% | +21.8% |
| 6M | +104.4% | -0.3% | +104.8% | +94.4% |
| YTD | -5.7% | -40.5% | +34.8% | +12.3% |
| 1Y | +3.7% | -61.5% | +65.2% | +47.6% |
| 3Y | +12.3% | +8.2% | +4.2% | -21.1% |
| 5Y | -68.8% | -73.4% | +4.6% | -64.9% |
| All | -63.4% | -36.0% | -27.4% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling