+635.3%
GOOG vs DOC
+21.1%
+614.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | +0.2% |
| 7D | +2.9% | +5.9% | -3.0% | +1.2% |
| 30D | -17.8% | +10.3% | -28.1% | -20.2% |
| 3M | -19.0% | -2.2% | -16.8% | -18.7% |
| 6M | -27.9% | +8.2% | -36.1% | -29.9% |
| YTD | -8.7% | +35.4% | -44.0% | -17.5% |
| 1Y | +2.5% | +23.6% | -21.1% | -4.9% |
| 3Y | +119.2% | +57.3% | +62.0% | +84.4% |
| 5Y | +93.4% | -19.6% | +113.1% | +100.4% |
| 10Y | +635.3% | +20.8% | +614.5% | +572.1% |
| All | +635.3% | +21.1% | +614.2% | +572.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling