+519.8%
DELL vs DOC
-22.1%
+541.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -0.2% | -14.6% | -14.8% |
| 7D | -33.4% | +6.2% | -39.6% | -34.4% |
| 30D | -44.7% | +6.5% | -51.2% | -45.7% |
| 3M | -31.4% | -6.2% | -25.2% | -30.3% |
| 6M | +46.9% | +25.6% | +21.4% | +35.0% |
| YTD | +154.4% | +32.1% | +122.3% | +129.1% |
| 1Y | +110.1% | +20.3% | +89.8% | +94.8% |
| 3Y | +376.4% | +42.7% | +333.6% | +301.0% |
| 5Y | +519.8% | -22.2% | +542.0% | +607.8% |
| All | +519.8% | -22.1% | +541.9% | +607.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling