+119.3%
ORCL vs DOCS
-36.0%
+155.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | -32.6% | +27.3% | -59.9% | -34.6% |
| 6M | +4.9% | -0.3% | +5.3% | +3.7% |
| YTD | -17.8% | -40.5% | +22.7% | -14.8% |
| 1Y | -28.0% | -61.5% | +33.6% | -22.6% |
| 3Y | +36.0% | +8.2% | +27.8% | +33.1% |
| 5Y | +88.7% | -73.4% | +162.2% | +86.5% |
| All | +119.3% | -36.0% | +155.3% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling