+96.6%
USB vs DOCS
+57.4%
+39.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.4% | +1.4% |
| 7D | +2.4% | +1.2% | +1.2% | +2.3% |
| 30D | +6.6% | +21.3% | -14.7% | +4.9% |
| 3M | -4.1% | +58.4% | -62.5% | -8.1% |
| 6M | +12.5% | +39.3% | -26.8% | +8.6% |
| YTD | +17.6% | -21.7% | +39.3% | +19.6% |
| 1Y | +36.5% | -47.3% | +83.8% | +44.2% |
| All | +96.6% | +57.4% | +39.2% | +78.2% |
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