+122.5%
DELL vs DOCS
-49.1%
+171.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.7% | +3.8% |
| 7D | -22.6% | -0.8% | -21.8% | -22.5% |
| 30D | -43.2% | +17.4% | -60.6% | -43.7% |
| 3M | -24.8% | +57.4% | -82.2% | -27.8% |
| 6M | +38.0% | +26.5% | +11.4% | +33.9% |
| YTD | +163.7% | -26.6% | +190.3% | +171.0% |
| 1Y | +122.5% | -48.1% | +170.6% | +147.9% |
| All | +122.5% | -49.1% | +171.7% | +147.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling