+110.0%
CSCO vs DOCS
-19.4%
+129.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.3% | -3.3% | -7.5% |
| 7D | -11.9% | -1.3% | -10.5% | -11.8% |
| 30D | -18.8% | +19.4% | -38.2% | -19.3% |
| 3M | -21.2% | +53.4% | -74.6% | -22.5% |
| 6M | +1.9% | +28.8% | -26.9% | +0.7% |
| YTD | +26.1% | -25.1% | +51.1% | +27.9% |
| 1Y | +34.7% | -48.1% | +82.8% | +39.4% |
| 3Y | +94.0% | +51.4% | +42.7% | +88.0% |
| 5Y | +91.6% | -51.1% | +142.7% | +90.9% |
| All | +110.0% | -19.4% | +129.4% | +109.4% |
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