+71.5%
ORCL vs DOCS
-15.8%
+87.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.3% | -8.3% | -2.6% |
| 7D | -14.4% | +1.2% | -15.6% | -14.5% |
| 30D | -12.8% | +21.3% | -34.1% | -14.5% |
| 3M | -14.8% | +58.4% | -73.2% | -19.2% |
| 6M | -30.9% | +39.3% | -70.2% | -34.0% |
| YTD | -35.7% | -21.7% | -14.0% | -35.3% |
| 1Y | -49.5% | -47.3% | -2.1% | -47.3% |
| 3Y | +18.6% | +58.2% | -39.5% | +12.0% |
| 5Y | +38.4% | -52.3% | +90.7% | +33.6% |
| All | +71.5% | -15.8% | +87.3% | +68.2% |
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