+427.2%
GE vs DOCS
-36.0%
+463.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.3% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | -11.6% | +21.8% | -33.4% | -13.4% |
| 3M | +3.0% | +27.3% | -24.3% | +0.4% |
| 6M | -0.5% | -0.3% | -0.2% | -1.5% |
| YTD | +9.7% | -40.5% | +50.2% | +13.5% |
| 1Y | +20.0% | -61.5% | +81.6% | +29.1% |
| 3Y | +275.8% | +8.2% | +267.7% | +259.6% |
| 5Y | +429.1% | -73.4% | +502.5% | +424.8% |
| All | +427.2% | -36.0% | +463.2% | +425.5% |
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