+111.1%
AXP vs DOCS
+9.5%
+101.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.8% |
| 7D | -2.1% | -1.4% | -0.7% | -2.0% |
| 30D | -6.5% | +21.8% | -28.4% | -9.0% |
| 3M | +4.6% | +27.3% | -22.6% | +1.3% |
| 6M | +5.4% | -0.3% | +5.8% | +4.3% |
| YTD | -11.1% | -40.5% | +29.4% | -7.1% |
| 1Y | -0.3% | -61.5% | +61.2% | +9.3% |
| All | +111.1% | +9.5% | +101.6% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling