+707.6%
DELL vs DOCS
+9.5%
+698.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.8% |
| 7D | +14.9% | -1.4% | +16.3% | +15.1% |
| 30D | +13.3% | +21.8% | -8.5% | +9.9% |
| 3M | +24.4% | +27.3% | -2.9% | +19.7% |
| 6M | +258.0% | -0.3% | +258.3% | +252.6% |
| YTD | +320.2% | -40.5% | +360.7% | +342.0% |
| 1Y | +319.1% | -61.5% | +380.6% | +366.6% |
| All | +707.6% | +9.5% | +698.1% | +735.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling