-19.3%
IBM vs DOCS
-40.0%
+20.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.4% |
| 7D | -2.2% | -0.6% | -1.7% | -2.1% |
| 30D | +7.7% | +6.3% | +1.4% | +6.4% |
| 3M | +3.5% | +26.5% | -23.0% | -1.2% |
| 6M | +7.2% | +24.8% | -17.6% | +1.6% |
| YTD | -15.8% | -26.8% | +11.0% | -17.2% |
| 1Y | -19.3% | -38.3% | +19.0% | -18.6% |
| All | -19.3% | -40.0% | +20.7% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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