+656.3%
DELL vs DOCS
-19.0%
+675.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.4% | -7.6% | -7.2% |
| 7D | +4.9% | +2.6% | +2.3% | +4.6% |
| 30D | -32.1% | +11.4% | -43.5% | -32.9% |
| 3M | -30.2% | +25.4% | -55.6% | -32.1% |
| 6M | +41.7% | +42.5% | -0.8% | +34.5% |
| YTD | +176.6% | -24.7% | +201.3% | +180.8% |
| 1Y | +159.9% | -32.9% | +192.9% | +167.4% |
| 3Y | +388.0% | +39.6% | +348.4% | +359.3% |
| 5Y | +578.2% | -54.6% | +632.8% | +557.0% |
| All | +656.3% | -19.0% | +675.3% | +614.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling