+32.7%
ORCL vs DOCS
+9.5%
+23.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.8% | +3.5% |
| 7D | +5.3% | -1.4% | +6.7% | +5.5% |
| 30D | +10.0% | +21.8% | -11.9% | +6.1% |
| 3M | -32.6% | +27.3% | -59.9% | -35.5% |
| 6M | +4.9% | -0.3% | +5.3% | +3.2% |
| YTD | -17.8% | -40.5% | +22.7% | -13.4% |
| 1Y | -28.0% | -61.5% | +33.6% | -19.8% |
| All | +32.7% | +9.5% | +23.2% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling