-66.1%
XYZ vs DOCS
-36.0%
-30.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | +0.1% |
| 7D | -1.0% | -1.4% | +0.5% | -0.5% |
| 30D | -1.7% | +21.8% | -23.5% | -9.4% |
| 3M | +16.7% | +27.3% | -10.6% | +6.0% |
| 6M | +26.9% | -0.3% | +27.2% | +22.2% |
| YTD | +27.1% | -40.5% | +67.6% | +43.9% |
| 1Y | +9.3% | -61.5% | +70.8% | +42.1% |
| 3Y | +42.3% | +8.2% | +34.1% | +14.3% |
| 5Y | -69.3% | -73.4% | +4.1% | -68.7% |
| All | -66.1% | -36.0% | -30.1% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling