+74.5%
CSX vs DOCS
+50.6%
+23.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -2.2% |
| 7D | -2.7% | -1.3% | -1.4% | -2.7% |
| 30D | +7.0% | +19.4% | -12.4% | +6.6% |
| 3M | -0.3% | +53.4% | -53.7% | -1.3% |
| 6M | +13.5% | +28.8% | -15.2% | +12.9% |
| YTD | +41.5% | -25.1% | +66.6% | +44.0% |
| 1Y | +45.8% | -48.1% | +93.9% | +51.2% |
| All | +74.5% | +50.6% | +23.9% | +68.2% |
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