+122.0%
INFY vs DOC
+23.6%
+98.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +0.5% | +1.0% | -0.6% | +0.1% |
| 30D | +13.6% | +8.1% | +5.4% | +10.9% |
| 3M | -2.4% | +0.9% | -3.3% | -2.8% |
| 6M | +2.2% | +6.3% | -4.1% | +0.1% |
| YTD | -29.5% | +33.8% | -63.3% | -35.9% |
| 1Y | -26.1% | +21.6% | -47.8% | -31.0% |
| 3Y | -19.7% | +53.4% | -73.1% | -31.6% |
| 5Y | -39.6% | -21.0% | -18.6% | -37.1% |
| 10Y | +122.0% | +22.5% | +99.5% | +105.3% |
| All | +122.0% | +23.6% | +98.4% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling