+49.9%
AMZN vs DOCS
-36.0%
+85.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.3% |
| 7D | -3.0% | -1.4% | -1.6% | -2.8% |
| 30D | -5.2% | +21.8% | -27.0% | -8.8% |
| 3M | +1.9% | +27.3% | -25.4% | -2.8% |
| 6M | +19.2% | -0.3% | +19.6% | +17.1% |
| YTD | +12.0% | -40.5% | +52.5% | +19.0% |
| 1Y | +9.7% | -61.5% | +71.2% | +24.4% |
| 3Y | +87.2% | +8.2% | +79.0% | +69.5% |
| 5Y | +48.7% | -73.4% | +122.1% | +44.0% |
| All | +49.9% | -36.0% | +85.9% | +50.2% |
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 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