+2,820.1%
GE vs DOC
+2,934.4%
-114.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +1.5% |
| 7D | +9.4% | +8.7% | +0.7% | +5.9% |
| 30D | +7.5% | +7.6% | -0.1% | +4.4% |
| 3M | -12.5% | -5.3% | -7.3% | -10.9% |
| 6M | +17.8% | +27.6% | -9.8% | +6.1% |
| YTD | +7.4% | +32.4% | -25.0% | -4.9% |
| 1Y | +8.9% | +22.9% | -14.0% | -0.9% |
| 3Y | +285.5% | +43.1% | +242.4% | +222.7% |
| 5Y | +415.2% | -21.4% | +436.5% | +439.5% |
| 10Y | +168.4% | +16.8% | +151.5% | +131.0% |
| All | +2,820.1% | +2,934.4% | -114.3% | +871.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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