-63.1%
W vs DOCS
-73.4%
+10.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +3.6% |
| 7D | -4.2% | -1.4% | -2.8% | -3.6% |
| 30D | -7.6% | +21.8% | -29.4% | -17.0% |
| 3M | +37.2% | +27.3% | +9.9% | +21.1% |
| 6M | +26.3% | -0.3% | +26.7% | +19.7% |
| YTD | -1.0% | -40.5% | +39.5% | +15.2% |
| 1Y | +20.1% | -61.5% | +81.6% | +66.8% |
| 3Y | +37.8% | +8.2% | +29.6% | -12.1% |
| All | -63.1% | -73.4% | +10.3% | -63.5% |
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