+151.7%
IBM vs DOC
+14.9%
+136.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -4.3% | +6.2% | -10.6% | -6.1% |
| 30D | +11.7% | +6.5% | +5.2% | +9.4% |
| 3M | +5.5% | -6.2% | +11.7% | +7.3% |
| 6M | +9.5% | +25.6% | -16.1% | +1.1% |
| YTD | -14.9% | +32.1% | -47.0% | -22.9% |
| 1Y | -17.4% | +20.3% | -37.6% | -23.0% |
| 3Y | +83.3% | +42.7% | +40.5% | +59.1% |
| 5Y | +142.1% | -22.2% | +164.2% | +153.8% |
| All | +151.7% | +14.9% | +136.8% | +126.9% |
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