+519.8%
DELL vs DOCS
-54.0%
+573.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -4.3% | -10.6% | -14.3% |
| 7D | -33.4% | -1.3% | -32.0% | -33.2% |
| 30D | -44.7% | +19.4% | -64.1% | -46.0% |
| 3M | -31.4% | +53.4% | -84.8% | -35.7% |
| 6M | +46.9% | +28.8% | +18.2% | +39.7% |
| YTD | +154.4% | -25.1% | +179.5% | +159.5% |
| 1Y | +110.1% | -48.1% | +158.3% | +125.6% |
| 3Y | +376.4% | +51.4% | +325.0% | +332.1% |
| 5Y | +519.8% | -51.1% | +570.9% | +502.4% |
| All | +519.8% | -54.0% | +573.8% | +502.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling