+142.1%
IBM vs DOCS
-54.0%
+196.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -2.5% |
| 7D | -4.3% | -1.3% | -3.0% | -4.2% |
| 30D | +11.7% | +19.4% | -7.7% | +10.1% |
| 3M | +5.5% | +53.4% | -47.9% | +1.5% |
| 6M | +9.5% | +28.8% | -19.3% | +6.4% |
| YTD | -14.9% | -25.1% | +10.2% | -14.8% |
| 1Y | -17.4% | -48.1% | +30.8% | -15.6% |
| 3Y | +83.3% | +51.4% | +31.9% | +74.3% |
| 5Y | +142.1% | -51.1% | +193.2% | +133.6% |
| All | +142.1% | -54.0% | +196.0% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling