-64.5%
W vs DOCS
-19.4%
-45.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.3% | -3.9% | -6.7% |
| 7D | -5.6% | -1.3% | -4.3% | -4.9% |
| 30D | +7.5% | +19.4% | -11.9% | +0.9% |
| 3M | +5.4% | +53.4% | -48.0% | -12.2% |
| 6M | +79.4% | +28.8% | +50.6% | +56.1% |
| YTD | +12.9% | -25.1% | +38.0% | +18.9% |
| 1Y | +12.4% | -48.1% | +60.6% | +35.3% |
| 3Y | +128.5% | +51.4% | +77.1% | +38.2% |
| 5Y | -54.0% | -51.1% | -2.9% | -58.6% |
| All | -64.5% | -19.4% | -45.1% | -71.1% |
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