+59.6%
ORCL vs DOCS
-19.4%
+79.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.3% | -2.6% | -6.5% |
| 7D | -17.5% | -1.3% | -16.1% | -17.4% |
| 30D | -20.2% | +19.4% | -39.6% | -21.5% |
| 3M | -19.9% | +53.4% | -73.3% | -23.8% |
| 6M | -37.4% | +28.8% | -66.2% | -39.7% |
| YTD | -40.1% | -25.1% | -15.1% | -39.5% |
| 1Y | -53.4% | -48.1% | -5.2% | -51.3% |
| 3Y | +10.4% | +51.4% | -41.0% | +4.8% |
| 5Y | +29.8% | -51.1% | +80.9% | +26.0% |
| All | +59.6% | -19.4% | +79.0% | +57.3% |
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