+113.3%
CSCO vs DOCS
-73.4%
+186.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.6% |
| 7D | -0.7% | -1.4% | +0.8% | -0.6% |
| 30D | -10.1% | +21.8% | -31.9% | -11.0% |
| 3M | -15.7% | +27.3% | -43.0% | -16.7% |
| 6M | +36.3% | -0.3% | +36.6% | +35.7% |
| YTD | +43.8% | -40.5% | +84.3% | +47.5% |
| 1Y | +63.9% | -61.5% | +125.5% | +72.6% |
| 3Y | +104.4% | +8.2% | +96.2% | +99.5% |
| All | +113.3% | -73.4% | +186.7% | +117.9% |
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