-1.3%
GOOG vs DOC
+23.5%
-24.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | +0.6% |
| 7D | +2.9% | +5.9% | -3.0% | +2.4% |
| 30D | -17.8% | +10.3% | -28.1% | -18.4% |
| 3M | -19.0% | -2.2% | -16.8% | -18.4% |
| 6M | -27.9% | +8.2% | -36.1% | -28.5% |
| YTD | -8.7% | +35.4% | -44.0% | -12.7% |
| All | -1.3% | +23.5% | -24.8% | -3.5% |
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