+16.3%
INTC vs DOCS
-19.0%
+35.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +6.0% | +2.6% | +3.5% | +5.8% |
| 30D | -39.2% | +11.4% | -50.6% | -39.8% |
| 3M | -42.9% | +25.4% | -68.3% | -44.3% |
| 6M | -50.4% | +42.5% | -92.9% | -52.6% |
| YTD | +61.7% | -24.7% | +86.4% | +64.5% |
| 1Y | +66.1% | -32.9% | +99.1% | +71.1% |
| 3Y | +58.1% | +39.6% | +18.5% | +43.4% |
| 5Y | +27.9% | -54.6% | +82.5% | +22.9% |
| All | +16.3% | -19.0% | +35.3% | +11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling