+112.8%
KO vs DOCS
-19.0%
+131.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.9% |
| 7D | +3.7% | +2.6% | +1.2% | +3.7% |
| 30D | +8.1% | +11.4% | -3.3% | +8.0% |
| 3M | +14.2% | +25.4% | -11.2% | +14.0% |
| 6M | +25.2% | +42.5% | -17.3% | +24.8% |
| YTD | +44.7% | -24.7% | +69.4% | +44.9% |
| 1Y | +43.4% | -32.9% | +76.3% | +43.7% |
| 3Y | +90.1% | +39.6% | +50.4% | +85.8% |
| 5Y | +103.0% | -54.6% | +157.6% | +98.5% |
| All | +112.8% | -19.0% | +131.8% | +108.0% |
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