+154.8%
IBM vs DOC
-22.8%
+177.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.0% |
| 7D | +0.4% | +8.7% | -8.3% | -1.6% |
| 30D | +14.8% | +7.6% | +7.1% | +12.6% |
| 3M | +8.9% | -5.3% | +14.2% | +10.2% |
| 6M | +12.4% | +27.6% | -15.2% | +4.9% |
| YTD | -12.4% | +32.4% | -44.8% | -19.3% |
| 1Y | -13.3% | +22.9% | -36.1% | -18.5% |
| 3Y | +88.6% | +43.1% | +45.5% | +67.7% |
| 5Y | +154.8% | -21.4% | +176.2% | +177.4% |
| All | +154.8% | -22.8% | +177.6% | +177.4% |
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