+178.9%
GOOGL vs DOCS
-36.0%
+214.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.8% |
| 7D | -2.3% | -1.4% | -0.9% | -2.1% |
| 30D | -6.6% | +21.8% | -28.4% | -9.4% |
| 3M | -8.9% | +27.3% | -36.2% | -12.3% |
| 6M | +11.9% | -0.3% | +12.2% | +10.3% |
| YTD | +8.3% | -40.5% | +48.8% | +13.7% |
| 1Y | +46.2% | -61.5% | +107.8% | +61.9% |
| 3Y | +151.9% | +8.2% | +143.7% | +131.1% |
| 5Y | +137.7% | -73.4% | +211.1% | +131.8% |
| All | +178.9% | -36.0% | +214.9% | +177.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling