-0.2%
GOOG vs DOC
+20.9%
-21.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +2.1% | +6.5% | -4.4% | +1.6% |
| 30D | -18.3% | +9.2% | -27.4% | -18.8% |
| 3M | -20.3% | -2.5% | -17.8% | -19.8% |
| 6M | -28.1% | +7.1% | -35.1% | -28.6% |
| YTD | -9.3% | +33.0% | -42.3% | -12.4% |
| 1Y | -0.2% | +23.3% | -23.5% | -2.7% |
| All | -0.2% | +20.9% | -21.2% | -2.7% |
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