-65.6%
XYZ vs DOCS
-19.4%
-46.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -2.8% |
| 7D | +9.2% | -1.3% | +10.6% | +9.9% |
| 30D | +9.8% | +19.4% | -9.6% | +4.0% |
| 3M | -0.2% | +53.4% | -53.6% | -14.5% |
| 6M | +18.0% | +28.8% | -10.8% | +5.0% |
| YTD | +29.1% | -25.1% | +54.2% | +35.9% |
| 1Y | +14.1% | -48.1% | +62.3% | +35.0% |
| 3Y | +72.6% | +51.4% | +21.3% | +23.2% |
| 5Y | -64.6% | -51.1% | -13.5% | -66.7% |
| All | -65.6% | -19.4% | -46.2% | -66.7% |
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