+145.3%
DELL vs DOC
+23.5%
+121.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +5.4% |
| 7D | -11.8% | +5.9% | -17.7% | -11.8% |
| 30D | -40.8% | +10.3% | -51.1% | -40.8% |
| 3M | -23.6% | -2.2% | -21.4% | -22.9% |
| 6M | +33.4% | +8.2% | +25.2% | +31.8% |
| YTD | +178.0% | +35.4% | +142.7% | +151.7% |
| All | +145.3% | +23.5% | +121.8% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling