+115.5%
IBM vs DOC
-24.5%
+140.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | -0.3% | -1.5% | +1.2% | +0.1% |
| 30D | +0.3% | -4.8% | +5.0% | +1.4% |
| 3M | -21.6% | +6.9% | -28.5% | -22.9% |
| 6M | -4.7% | +20.7% | -25.4% | -9.6% |
| YTD | -19.1% | +34.1% | -53.2% | -25.7% |
| 1Y | -2.5% | +22.6% | -25.1% | -8.2% |
| 3Y | +74.2% | +20.8% | +53.3% | +63.5% |
| All | +115.5% | -24.5% | +140.0% | +138.2% |
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 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