+116.4%
GOOG vs DOCS
+50.6%
+65.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.6% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | -18.2% | +19.4% | -37.6% | -19.3% |
| 3M | -21.7% | +53.4% | -75.1% | -24.5% |
| 6M | -26.6% | +28.8% | -55.3% | -28.5% |
| YTD | -10.0% | -25.1% | +15.0% | -8.5% |
| 1Y | -0.8% | -48.1% | +47.3% | +4.0% |
| All | +116.4% | +50.6% | +65.7% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling