+9.5%
ABT vs DOCS
-21.0%
+30.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -3.1% |
| 7D | +3.5% | -0.8% | +4.3% | +3.6% |
| 30D | +12.0% | +17.4% | -5.4% | +11.1% |
| 3M | +2.5% | +57.4% | -54.9% | -0.3% |
| 6M | +29.1% | +26.5% | +2.5% | +26.7% |
| YTD | -10.1% | -26.6% | +16.5% | -9.2% |
| 1Y | -9.8% | -48.1% | +38.2% | -7.2% |
| 3Y | +23.3% | +52.6% | -29.4% | +15.7% |
| 5Y | -2.4% | -52.1% | +49.7% | -5.7% |
| All | +9.5% | -21.0% | +30.6% | +7.7% |
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