+39.6%
USB vs DOCS
-36.0%
+75.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | 0.0% |
| 7D | +1.4% | -1.4% | +2.9% | +1.6% |
| 30D | -1.3% | +21.8% | -23.1% | -3.3% |
| 3M | +15.2% | +27.3% | -12.1% | +12.4% |
| 6M | +18.8% | -0.3% | +19.2% | +17.7% |
| YTD | +21.0% | -40.5% | +61.5% | +25.0% |
| 1Y | +34.0% | -61.5% | +95.6% | +43.5% |
| 3Y | +95.3% | +8.2% | +87.1% | +87.3% |
| 5Y | +40.4% | -73.4% | +113.8% | +40.5% |
| All | +39.6% | -36.0% | +75.6% | +35.8% |
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