+96.2%
GOOG vs DOCS
-49.9%
+146.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +2.4% | -0.6% | +2.9% | +2.5% |
| 30D | -18.1% | +6.3% | -24.4% | -18.8% |
| 3M | -19.9% | +26.5% | -46.4% | -22.7% |
| 6M | -28.2% | +24.8% | -52.9% | -31.6% |
| YTD | -9.0% | -26.8% | +17.8% | -6.5% |
| 1Y | -1.7% | -38.3% | +36.6% | +3.6% |
| 3Y | +114.5% | +36.0% | +78.5% | +83.9% |
| 5Y | +96.2% | -55.0% | +151.1% | +88.5% |
| All | +96.2% | -49.9% | +146.0% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling