+44.5%
GOOG vs DOC
+23.9%
+20.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.9% |
| 7D | -2.2% | -1.5% | -0.7% | -2.0% |
| 30D | -6.9% | -4.8% | -2.1% | -6.3% |
| 3M | -9.1% | +6.9% | -16.0% | -10.3% |
| 6M | +10.6% | +20.7% | -10.1% | +6.3% |
| YTD | +7.0% | +34.1% | -27.2% | +1.0% |
| 1Y | +44.5% | +22.6% | +21.9% | +39.5% |
| All | +44.5% | +23.9% | +20.6% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling