-28.0%
ORCL vs DOCS
-60.9%
+32.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.8% | +3.4% |
| 7D | +5.3% | -1.4% | +6.7% | +5.4% |
| 30D | +10.0% | +21.8% | -11.9% | +6.7% |
| 3M | -32.6% | +27.3% | -59.9% | -35.1% |
| 6M | +4.9% | -0.3% | +5.3% | +2.1% |
| YTD | -17.8% | -40.5% | +22.7% | -17.7% |
| 1Y | -28.0% | -61.5% | +33.6% | -21.1% |
| All | -28.0% | -60.9% | +32.9% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling