+139.9%
ORLY vs DOCS
-36.0%
+175.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.6% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | -5.9% | +21.8% | -27.8% | -6.4% |
| 3M | -0.6% | +27.3% | -27.9% | -1.1% |
| 6M | -6.8% | -0.3% | -6.4% | -7.0% |
| YTD | -3.6% | -40.5% | +36.9% | -3.0% |
| 1Y | -16.3% | -61.5% | +45.2% | -15.2% |
| 3Y | +39.1% | +8.2% | +31.0% | +36.0% |
| 5Y | +125.4% | -73.4% | +198.9% | +121.7% |
| All | +139.9% | -36.0% | +175.9% | +137.9% |
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