+714.8%
DELL vs DOCS
-19.4%
+734.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +17.1% | +0.1% | +17.1% | +17.1% |
| 30D | -35.1% | +8.7% | -43.7% | -35.7% |
| 3M | -23.3% | +32.9% | -56.1% | -25.8% |
| 6M | +55.8% | +25.5% | +30.3% | +49.8% |
| YTD | +198.0% | -25.0% | +223.0% | +202.7% |
| 1Y | +166.6% | -34.9% | +201.4% | +175.2% |
| 3Y | +427.6% | +39.3% | +388.3% | +396.8% |
| 5Y | +630.6% | -54.8% | +685.5% | +608.1% |
| All | +714.8% | -19.4% | +734.1% | +670.6% |
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