+91.9%
GOOG vs DOC
-21.4%
+113.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +2.1% | +6.5% | -4.4% | +0.4% |
| 30D | -18.3% | +9.2% | -27.4% | -20.3% |
| 3M | -20.3% | -2.5% | -17.8% | -19.9% |
| 6M | -28.1% | +7.1% | -35.1% | -29.8% |
| YTD | -9.3% | +33.0% | -42.3% | -17.9% |
| 1Y | -0.2% | +23.3% | -23.5% | -7.5% |
| 3Y | +118.0% | +44.9% | +73.1% | +83.6% |
| All | +91.9% | -21.4% | +113.4% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling