+70.0%
EBAY vs DOCS
-36.0%
+106.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -2.1% |
| 7D | -2.1% | -1.4% | -0.7% | -2.0% |
| 30D | -6.7% | +21.8% | -28.5% | -8.7% |
| 3M | -5.0% | +27.3% | -32.3% | -7.5% |
| 6M | +14.6% | -0.3% | +15.0% | +13.5% |
| YTD | +19.8% | -40.5% | +60.3% | +24.1% |
| 1Y | +12.6% | -61.5% | +74.1% | +21.1% |
| 3Y | +141.0% | +8.2% | +132.8% | +124.1% |
| 5Y | +47.5% | -73.4% | +121.0% | +42.7% |
| All | +70.0% | -36.0% | +106.0% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling