+67.8%
CSX vs DOCS
-73.4%
+141.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.6% | +1.0% |
| 7D | -3.4% | -1.4% | -2.0% | -3.3% |
| 30D | -3.1% | +21.8% | -24.9% | -4.3% |
| 3M | +7.2% | +27.3% | -20.1% | +5.5% |
| 6M | +16.2% | -0.3% | +16.5% | +15.6% |
| YTD | +37.5% | -40.5% | +78.0% | +41.1% |
| 1Y | +53.2% | -61.5% | +114.8% | +61.7% |
| 3Y | +68.2% | +8.2% | +60.1% | +61.5% |
| All | +67.8% | -73.4% | +141.2% | +64.1% |
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