+147.6%
GOOG vs DOCS
+9.5%
+138.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.8% |
| 7D | -2.1% | -1.4% | -0.7% | -2.0% |
| 30D | -6.8% | +21.8% | -28.7% | -8.7% |
| 3M | -9.1% | +27.3% | -36.4% | -11.3% |
| 6M | +10.7% | -0.3% | +11.1% | +9.8% |
| YTD | +7.1% | -40.5% | +47.6% | +11.2% |
| 1Y | +44.6% | -61.5% | +106.2% | +56.3% |
| All | +147.6% | +9.5% | +138.1% | +139.1% |
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