+139.6%
CSCO vs DOCS
-36.0%
+175.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.9% |
| 3M | -15.7% | +27.3% | -43.0% | -16.6% |
| 6M | +36.3% | -0.3% | +36.6% | +35.8% |
| YTD | +43.8% | -40.5% | +84.3% | +47.0% |
| 1Y | +63.9% | -61.5% | +125.5% | +71.5% |
| 3Y | +104.4% | +8.2% | +96.2% | +100.5% |
| 5Y | +111.4% | -73.4% | +184.8% | +112.9% |
| All | +139.6% | -36.0% | +175.6% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling