-17.4%
IBM vs DOC
+21.7%
-39.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -4.3% | +6.2% | -10.6% | -4.7% |
| 30D | +11.7% | +6.5% | +5.2% | +11.2% |
| 3M | +5.5% | -6.2% | +11.7% | +6.0% |
| 6M | +9.5% | +25.6% | -16.1% | +9.2% |
| YTD | -14.9% | +32.1% | -47.0% | -14.7% |
| 1Y | -17.4% | +20.3% | -37.6% | -17.6% |
| All | -17.4% | +21.7% | -39.1% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling