-64.6%
XYZ vs DOCS
-53.1%
-11.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +6.3% | +9.0% | +13.0% |
| 7D | +16.5% | +1.2% | +15.3% | +16.2% |
| 30D | +15.0% | +21.3% | -6.4% | +7.3% |
| 3M | +3.5% | +58.4% | -54.9% | -14.5% |
| 6M | +21.9% | +39.3% | -17.4% | +3.2% |
| YTD | +34.6% | -21.7% | +56.3% | +40.8% |
| 1Y | +20.7% | -47.3% | +68.1% | +46.7% |
| 3Y | +80.0% | +58.2% | +21.8% | +12.0% |
| 5Y | -64.6% | -52.3% | -12.3% | -66.2% |
| All | -64.6% | -53.1% | -11.4% | -66.2% |
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 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