+126.8%
GOOG vs DOCS
-20.2%
+147.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -17.8% | +7.8% | -25.6% | -18.5% |
| 3M | -19.0% | +20.0% | -39.0% | -21.0% |
| 6M | -27.9% | +26.5% | -54.4% | -31.0% |
| YTD | -8.7% | -25.8% | +17.1% | -6.8% |
| 1Y | +2.5% | -39.5% | +42.0% | +7.3% |
| 3Y | +119.2% | +60.3% | +58.9% | +90.1% |
| 5Y | +93.4% | -57.0% | +150.5% | +83.5% |
| All | +126.8% | -20.2% | +147.0% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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