+136.8%
GOOGL vs DOC
-24.5%
+161.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | -2.3% | -1.5% | -0.8% | -1.9% |
| 30D | -6.6% | -4.8% | -1.8% | -5.3% |
| 3M | -8.9% | +6.9% | -15.8% | -10.9% |
| 6M | +11.9% | +20.7% | -8.9% | +5.1% |
| YTD | +8.3% | +34.1% | -25.8% | -1.7% |
| 1Y | +46.2% | +22.6% | +23.6% | +36.1% |
| 3Y | +151.9% | +20.8% | +131.0% | +132.6% |
| All | +136.8% | -24.5% | +161.3% | +165.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling