+108.9%
KO vs DOCS
-19.4%
+128.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +8.1% | +8.7% | -0.5% | +8.1% |
| 3M | +13.0% | +32.9% | -19.8% | +12.8% |
| 6M | +23.3% | +25.5% | -2.2% | +22.9% |
| YTD | +42.1% | -25.0% | +67.1% | +42.3% |
| 1Y | +39.9% | -34.9% | +74.7% | +40.3% |
| 3Y | +87.3% | +39.3% | +48.0% | +83.1% |
| 5Y | +99.3% | -54.8% | +154.1% | +94.9% |
| All | +108.9% | -19.4% | +128.3% | +104.2% |
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