+132.4%
IBM vs DOC
-2.1%
+134.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | -0.3% | -1.5% | +1.2% | +0.1% |
| 30D | +0.3% | -4.8% | +5.0% | +1.7% |
| 3M | -21.6% | +6.9% | -28.5% | -23.2% |
| 6M | -4.7% | +20.7% | -25.4% | -10.7% |
| YTD | -19.1% | +34.1% | -53.2% | -26.9% |
| 1Y | -2.5% | +22.6% | -25.1% | -9.5% |
| 3Y | +74.2% | +20.8% | +53.3% | +59.9% |
| 5Y | +113.1% | -24.9% | +138.0% | +126.4% |
| All | +132.4% | -2.1% | +134.4% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling