+88.1%
CSCO vs DOCS
-51.8%
+139.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.9% |
| 7D | -10.2% | -0.8% | -9.4% | -10.2% |
| 30D | -20.1% | +17.4% | -37.5% | -20.5% |
| 3M | -22.4% | +57.4% | -79.7% | -23.8% |
| 6M | +2.8% | +26.5% | -23.8% | +1.5% |
| YTD | +23.6% | -26.6% | +50.2% | +25.9% |
| 1Y | +34.0% | -48.1% | +82.1% | +39.5% |
| 3Y | +89.3% | +52.6% | +36.6% | +81.5% |
| All | +88.1% | -51.8% | +139.9% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling