+712.4%
AVGO vs DOCS
-19.0%
+731.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.2% | -4.8% |
| 7D | +18.2% | +2.6% | +15.6% | +17.8% |
| 30D | +0.2% | +11.4% | -11.2% | -0.9% |
| 3M | -16.8% | +25.4% | -42.2% | -19.0% |
| 6M | -16.5% | +42.5% | -59.0% | -20.8% |
| YTD | +0.8% | -24.7% | +25.5% | +2.8% |
| 1Y | +2.8% | -32.9% | +35.8% | +6.2% |
| 3Y | +278.5% | +39.6% | +238.9% | +248.9% |
| 5Y | +573.1% | -54.6% | +627.7% | +548.7% |
| All | +712.4% | -19.0% | +731.4% | +682.0% |
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