+151.7%
GOOGL vs DOC
+20.8%
+130.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | -2.3% | -1.5% | -0.8% | -2.1% |
| 30D | -6.6% | -4.8% | -1.8% | -5.9% |
| 3M | -8.9% | +6.9% | -15.8% | -10.1% |
| 6M | +11.9% | +20.7% | -8.9% | +7.9% |
| YTD | +8.3% | +34.1% | -25.8% | +2.6% |
| 1Y | +46.2% | +22.6% | +23.6% | +40.6% |
| All | +151.7% | +20.8% | +130.9% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling