+2,413.6%
IBM vs DOC
+2,974.4%
-560.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | -21.6% | +6.9% | -28.5% | -23.0% |
| 6M | -4.7% | +20.7% | -25.4% | -10.0% |
| YTD | -19.1% | +34.1% | -53.2% | -25.9% |
| 1Y | -2.5% | +22.6% | -25.1% | -8.7% |
| 3Y | +74.2% | +20.8% | +53.3% | +61.7% |
| 5Y | +113.1% | -24.9% | +138.0% | +122.4% |
| 10Y | +133.5% | -1.8% | +135.4% | +117.7% |
| All | +2,413.6% | +2,974.4% | -560.8% | +884.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling